+111.7%
WFC vs FIX
+3,615.9%
-3,504.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.8% |
| 7D | +1.7% | +17.0% | -15.3% | -3.3% |
| 30D | +6.8% | -30.6% | +37.4% | +17.7% |
| 3M | -3.0% | -35.0% | +32.0% | +8.3% |
| 6M | +15.4% | -44.0% | +59.4% | +32.9% |
| YTD | -5.9% | +21.1% | -27.1% | -19.2% |
| 1Y | +1.7% | +16.3% | -14.6% | -12.0% |
| 3Y | +124.9% | +507.4% | -382.5% | -11.7% |
| 5Y | +90.5% | +1,052.1% | -961.6% | -47.3% |
| All | +111.7% | +3,615.9% | -3,504.2% | -66.3% |
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