+137.8%
WFC vs FLEX
+1,062.4%
-924.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.6% |
| 7D | +1.1% | +7.0% | -5.9% | -1.1% |
| 30D | +0.8% | -5.8% | +6.6% | +2.2% |
| 3M | +9.3% | -24.2% | +33.5% | +16.2% |
| 6M | +10.6% | +90.8% | -80.2% | -17.9% |
| YTD | -4.1% | +89.2% | -93.3% | -29.2% |
| 1Y | +13.6% | +104.7% | -91.1% | -19.5% |
| 3Y | +130.7% | +478.1% | -347.3% | +6.5% |
| 5Y | +126.7% | +726.2% | -599.5% | -10.7% |
| All | +137.8% | +1,062.4% | -924.6% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling