+134.0%
WFC vs FIVE
+596.6%
-462.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +0.5% |
| 7D | +0.1% | +6.2% | -6.1% | -1.4% |
| 30D | +2.9% | +18.2% | -15.2% | -1.3% |
| 3M | -1.4% | +3.8% | -5.3% | -2.8% |
| 6M | +14.3% | +13.7% | +0.6% | +9.3% |
| YTD | -6.2% | +34.7% | -40.9% | -14.5% |
| 1Y | +1.6% | +66.6% | -65.0% | -12.4% |
| 3Y | +126.9% | +44.3% | +82.6% | +90.5% |
| 5Y | +94.0% | +18.8% | +75.2% | +65.4% |
| 10Y | +134.0% | +569.2% | -435.2% | +25.1% |
| All | +134.0% | +596.6% | -462.5% | +25.1% |
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