+1,194.1%
WFC vs FIX
+7,433.0%
-6,238.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.6% | +8.6% | -0.3% |
| 7D | 0.0% | -27.2% | +27.2% | +6.9% |
| 30D | +4.0% | -46.9% | +51.0% | +19.1% |
| 3M | -4.4% | -44.4% | +40.1% | +7.8% |
| 6M | +7.4% | -50.9% | +58.3% | +23.0% |
| YTD | -7.5% | +3.5% | -11.1% | -12.5% |
| 1Y | -0.3% | -2.1% | +1.8% | -4.8% |
| 3Y | +117.2% | +418.7% | -301.6% | +30.1% |
| 5Y | +89.2% | +894.6% | -805.4% | -5.1% |
| 10Y | +148.3% | +3,465.5% | -3,317.2% | -8.9% |
| All | +1,194.1% | +7,433.0% | -6,238.9% | +257.9% |
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