+126.9%
WFC vs FLEX
+300.7%
-173.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.0% | -10.2% | -0.1% |
| 7D | +0.1% | -7.2% | +7.3% | +0.9% |
| 30D | +2.9% | -34.8% | +37.7% | +9.7% |
| 3M | -1.4% | -35.6% | +34.1% | +4.9% |
| 6M | +14.3% | -45.0% | +59.4% | +23.4% |
| YTD | -6.2% | +29.4% | -35.6% | -22.2% |
| 1Y | +1.6% | +24.8% | -23.2% | -15.1% |
| 3Y | +126.9% | +304.4% | -177.5% | +22.6% |
| All | +126.9% | +300.7% | -173.7% | +22.6% |
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 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