+86.8%
WFC vs FIX
+933.9%
-847.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.9% | -1.5% |
| 7D | +1.2% | -17.5% | +18.7% | +4.4% |
| 30D | +5.2% | -41.6% | +46.8% | +15.8% |
| 3M | -3.0% | -40.6% | +37.5% | +5.9% |
| 6M | +6.2% | -49.4% | +55.6% | +18.7% |
| YTD | -7.9% | +9.2% | -17.1% | -15.1% |
| 1Y | +0.3% | +6.5% | -6.2% | -7.3% |
| 3Y | +117.7% | +448.7% | -331.0% | +15.1% |
| All | +86.8% | +933.9% | -847.1% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling