+1.8%
WFC vs FIVE
+66.9%
-65.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +3.6% | +17.4% | -13.8% | +1.8% |
| 3M | -1.3% | +7.0% | -8.3% | -2.4% |
| 6M | +18.0% | +20.5% | -2.5% | +13.8% |
| YTD | -5.9% | +33.1% | -39.0% | -12.7% |
| 1Y | +1.8% | +67.1% | -65.3% | -11.6% |
| All | +1.8% | +66.9% | -65.1% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling