+3.9%
WFC vs FIX
+15.7%
-11.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +2.5% | +9.4% | -6.9% | +1.8% |
| 30D | +7.0% | -27.8% | +34.8% | +9.2% |
| 3M | -1.8% | -35.6% | +33.8% | +1.1% |
| 6M | +18.4% | -45.2% | +63.6% | +23.1% |
| YTD | -5.6% | +19.5% | -25.1% | -11.9% |
| 1Y | +3.9% | +24.2% | -20.4% | -4.2% |
| All | +3.9% | +15.7% | -11.9% | -4.2% |
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