+132.1%
WFC vs FIVE
+475.1%
-342.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.4% |
| 7D | +1.1% | +3.7% | -2.6% | +0.1% |
| 30D | +0.8% | +4.0% | -3.2% | -0.3% |
| 3M | +9.3% | +36.2% | -27.0% | +0.7% |
| 6M | +10.6% | +18.0% | -7.4% | +4.6% |
| YTD | -4.1% | +34.9% | -39.0% | -12.4% |
| 1Y | +13.6% | +67.9% | -54.3% | -2.4% |
| 3Y | +130.7% | +57.3% | +73.4% | +88.8% |
| 5Y | +126.7% | +39.5% | +87.2% | +83.3% |
| 10Y | +132.1% | +496.4% | -364.3% | +22.7% |
| All | +132.1% | +475.1% | -342.9% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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