+126.3%
WFC vs FIX
+503.5%
-377.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +2.5% | +9.4% | -6.9% | +1.1% |
| 30D | +7.0% | -27.8% | +34.8% | +11.5% |
| 3M | -1.8% | -35.6% | +33.8% | +3.9% |
| 6M | +18.4% | -45.2% | +63.6% | +27.7% |
| YTD | -5.6% | +19.5% | -25.1% | -12.8% |
| 1Y | +3.9% | +24.2% | -20.4% | -5.1% |
| 3Y | +126.3% | +494.2% | -367.8% | +40.7% |
| All | +126.3% | +503.5% | -377.1% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling