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  • WFC vs FIVE✓SelectedUSD · FIVEWFC vs FIVE performance historyLatest closeAs of+1.85%11/09
Stock and ETF performance explorer

WFC vs FIVE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+134.0%
FIVE return
+596.6%
Excess return
-462.5%
Maximum drawdown
-64.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioFIVEExcessAlpha
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