+3,261.6%
WFC vs FLEX
+5,341.7%
-2,080.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.0% | -10.2% | -0.6% |
| 7D | +0.1% | -7.2% | +7.3% | +1.0% |
| 30D | +2.9% | -34.8% | +37.7% | +10.9% |
| 3M | -1.4% | -35.6% | +34.1% | +5.9% |
| 6M | +14.3% | -45.0% | +59.4% | +25.1% |
| YTD | -6.2% | +29.4% | -35.6% | -16.6% |
| 1Y | +1.6% | +24.8% | -23.2% | -9.2% |
| 3Y | +126.9% | +304.4% | -177.5% | +55.7% |
| 5Y | +94.0% | +484.1% | -390.1% | +22.4% |
| 10Y | +134.0% | +640.4% | -506.4% | +33.6% |
| All | +3,261.6% | +5,341.7% | -2,080.1% | +1,308.5% |
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