+1.8%
WFC vs FIX
+21.5%
-19.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.3% |
| 7D | -1.3% | +6.4% | -7.7% | -1.8% |
| 30D | +3.6% | -29.1% | +32.7% | +6.0% |
| 3M | -1.3% | -31.1% | +29.8% | +1.1% |
| 6M | +18.0% | -42.8% | +60.8% | +22.4% |
| YTD | -5.9% | +24.6% | -30.5% | -13.0% |
| 1Y | +1.8% | +21.9% | -20.2% | -6.0% |
| All | +1.8% | +21.5% | -19.7% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling