+142.9%
WFC vs FIVE
+563.4%
-420.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +5.2% | +17.7% | -12.5% | +1.0% |
| 3M | -3.0% | +4.0% | -7.0% | -4.4% |
| 6M | +6.2% | +2.6% | +3.6% | +4.2% |
| YTD | -7.9% | +27.6% | -35.5% | -14.9% |
| 1Y | +0.3% | +59.9% | -59.7% | -12.7% |
| 3Y | +117.7% | +35.8% | +82.0% | +85.6% |
| 5Y | +88.4% | +14.4% | +73.9% | +61.9% |
| All | +142.9% | +563.4% | -420.5% | +30.1% |
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