+122.9%
WFC vs FISV
-53.5%
+176.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -0.5% |
| 7D | +0.4% | -2.7% | +3.0% | +1.0% |
| 30D | +1.5% | 0.0% | +1.5% | +1.3% |
| 3M | +10.2% | -2.8% | +13.0% | +10.2% |
| 6M | +18.8% | -11.8% | +30.6% | +21.3% |
| YTD | -1.5% | -23.2% | +21.7% | +4.2% |
| 1Y | +13.5% | -62.0% | +75.5% | +41.4% |
| 3Y | +135.0% | -57.6% | +192.6% | +153.9% |
| All | +122.9% | -53.5% | +176.3% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling