+1,273.0%
WFC vs FIX
+12,471.5%
-11,198.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | +3.8% | +6.0% | -2.2% | +2.4% |
| 30D | +1.5% | -7.2% | +8.7% | +3.0% |
| 3M | +10.9% | -15.9% | +26.7% | +13.9% |
| 6M | +8.4% | +12.7% | -4.3% | +3.0% |
| YTD | -1.9% | +72.8% | -74.7% | -16.4% |
| 1Y | +12.3% | +122.9% | -110.5% | -11.1% |
| 3Y | +132.3% | +774.3% | -642.0% | +24.4% |
| 5Y | +130.1% | +2,049.5% | -1,919.4% | -2.5% |
| 10Y | +134.4% | +5,821.5% | -5,687.1% | -22.8% |
| All | +1,273.0% | +12,471.5% | -11,198.5% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling