+1.8%
WFC vs FIX
+13.3%
-11.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.9% | -13.9% | +14.8% | +1.6% |
| 30D | +3.3% | -35.5% | +38.8% | +6.5% |
| 3M | -1.4% | -33.9% | +32.5% | +1.3% |
| 6M | +14.7% | -43.3% | +58.0% | +18.8% |
| YTD | -5.9% | +18.7% | -24.6% | -12.6% |
| 1Y | +1.8% | +13.8% | -11.9% | -5.0% |
| All | +1.8% | +13.3% | -11.5% | -5.0% |
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