+142.7%
WFC vs FISV
-2.2%
+144.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +0.3% | -7.2% | +7.5% | +3.2% |
| 30D | +2.3% | -7.2% | +9.5% | +5.0% |
| 3M | +9.8% | -8.2% | +17.9% | +12.2% |
| 6M | +15.6% | -17.7% | +33.2% | +22.6% |
| YTD | -2.4% | -27.2% | +24.7% | +8.2% |
| 1Y | +13.8% | -63.0% | +76.8% | +57.1% |
| 3Y | +134.6% | -59.8% | +194.4% | +185.1% |
| 5Y | +127.9% | -55.8% | +183.7% | +154.7% |
| All | +142.7% | -2.2% | +144.8% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling