+130.7%
WFC vs FLEX
+475.0%
-344.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.0% |
| 7D | +1.1% | +7.0% | -5.9% | -0.2% |
| 30D | +0.8% | -5.8% | +6.6% | +1.7% |
| 3M | +9.3% | -24.2% | +33.5% | +13.6% |
| 6M | +10.6% | +90.8% | -80.2% | -12.0% |
| YTD | -4.1% | +89.2% | -93.3% | -24.1% |
| 1Y | +13.6% | +104.7% | -91.1% | -13.4% |
| 3Y | +130.7% | +478.1% | -347.3% | +25.4% |
| All | +130.7% | +475.0% | -344.3% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling