+142.4%
WFC vs FLEX
+1,045.8%
-903.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.4% |
| 7D | +0.4% | +6.4% | -5.9% | -1.5% |
| 30D | +2.5% | -5.9% | +8.3% | +3.9% |
| 3M | +10.0% | -23.5% | +33.4% | +16.6% |
| 6M | +15.1% | +83.7% | -68.7% | -13.5% |
| YTD | -2.2% | +86.5% | -88.7% | -27.6% |
| 1Y | +13.5% | +100.5% | -87.0% | -19.1% |
| 3Y | +135.2% | +469.8% | -334.6% | +9.0% |
| 5Y | +128.3% | +725.7% | -597.3% | -10.1% |
| 10Y | +142.4% | +1,086.7% | -944.3% | -26.9% |
| All | +142.4% | +1,045.8% | -903.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FLEX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling