+129.3%
WFC vs FLEX
+657.3%
-527.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | +1.5% | -10.1% | +11.6% | +3.9% |
| 3M | +10.9% | -31.3% | +42.2% | +19.8% |
| 6M | +8.4% | +71.3% | -62.8% | -15.3% |
| YTD | -1.9% | +81.2% | -83.1% | -25.6% |
| 1Y | +12.3% | +98.5% | -86.2% | -18.7% |
| 3Y | +132.3% | +428.2% | -295.9% | +8.6% |
| All | +129.3% | +657.3% | -527.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling