+117.9%
WFC vs FIX
+3,814.3%
-3,696.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -1.5% |
| 7D | -1.3% | +6.4% | -7.7% | -3.6% |
| 30D | +3.6% | -29.1% | +32.7% | +13.4% |
| 3M | -1.3% | -31.1% | +29.8% | +8.1% |
| 6M | +18.0% | -42.8% | +60.8% | +35.1% |
| YTD | -5.9% | +24.6% | -30.5% | -19.9% |
| 1Y | +1.8% | +21.9% | -20.2% | -13.2% |
| 3Y | +125.0% | +524.9% | -399.9% | -12.5% |
| 5Y | +92.0% | +1,092.2% | -1,000.3% | -47.5% |
| 10Y | +117.9% | +3,759.0% | -3,641.1% | -65.7% |
| All | +117.9% | +3,814.3% | -3,696.3% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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