+145.0%
WFC vs FISV
+3.1%
+141.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -1.2% |
| 7D | +0.4% | -2.7% | +3.0% | +1.3% |
| 30D | +1.5% | 0.0% | +1.5% | +1.1% |
| 3M | +10.2% | -2.8% | +13.0% | +10.1% |
| 6M | +18.8% | -11.8% | +30.6% | +22.5% |
| YTD | -1.5% | -23.2% | +21.7% | +6.9% |
| 1Y | +13.5% | -62.0% | +75.5% | +55.6% |
| 3Y | +135.0% | -57.6% | +192.6% | +179.5% |
| 5Y | +130.1% | -53.4% | +183.5% | +151.6% |
| All | +145.0% | +3.1% | +141.8% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling