+129.3%
WFC vs FIX
+2,061.9%
-1,932.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | +3.8% | +6.0% | -2.2% | +2.5% |
| 30D | +1.5% | -7.2% | +8.7% | +2.8% |
| 3M | +10.9% | -15.9% | +26.7% | +13.6% |
| 6M | +8.4% | +12.7% | -4.3% | +3.0% |
| YTD | -1.9% | +72.8% | -74.7% | -16.2% |
| 1Y | +12.3% | +122.9% | -110.5% | -11.1% |
| 3Y | +132.3% | +774.3% | -642.0% | +14.6% |
| All | +129.3% | +2,061.9% | -1,932.6% | -23.1% |
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