+134.0%
WFC vs FIX
+4,032.2%
-3,898.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.6% | -1.1% |
| 7D | +0.1% | -7.2% | +7.4% | +1.4% |
| 30D | +2.9% | -35.1% | +38.0% | +15.9% |
| 3M | -1.4% | -34.3% | +32.8% | +9.6% |
| 6M | +14.3% | -42.9% | +57.3% | +30.8% |
| YTD | -6.2% | +19.5% | -25.7% | -19.1% |
| 1Y | +1.6% | +16.8% | -15.2% | -12.3% |
| 3Y | +126.9% | +506.7% | -379.8% | -11.4% |
| 5Y | +94.0% | +1,046.7% | -952.7% | -46.6% |
| 10Y | +134.0% | +3,800.0% | -3,665.9% | -64.8% |
| All | +134.0% | +4,032.2% | -3,898.1% | -64.8% |
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