+125.6%
WFC vs FIVE
+40.2%
+85.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | +6.8% | +15.8% | -9.0% | +5.0% |
| 3M | -3.0% | +3.8% | -6.8% | -3.6% |
| 6M | +15.4% | +18.5% | -3.1% | +12.3% |
| YTD | -5.9% | +31.2% | -37.1% | -9.7% |
| 1Y | +1.7% | +61.8% | -60.2% | -5.0% |
| All | +125.6% | +40.2% | +85.3% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling