+3,416.9%
WFC vs FLEX
+7,523.3%
-4,106.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | +1.5% | -10.1% | +11.6% | +3.5% |
| 3M | +10.9% | -31.3% | +42.2% | +18.1% |
| 6M | +8.4% | +71.3% | -62.8% | -7.0% |
| YTD | -1.9% | +81.2% | -83.1% | -17.2% |
| 1Y | +12.3% | +98.5% | -86.2% | -7.5% |
| 3Y | +132.3% | +428.2% | -295.9% | +53.0% |
| 5Y | +130.1% | +657.3% | -527.2% | +39.5% |
| 10Y | +134.4% | +995.9% | -861.5% | +25.5% |
| All | +3,416.9% | +7,523.3% | -4,106.5% | +1,297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling