+97.2%
WFC vs FLNC
-69.8%
+167.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.3% | +10.3% | +2.4% |
| 7D | +0.4% | -4.2% | +4.6% | +0.6% |
| 30D | +2.5% | -20.0% | +22.5% | +3.6% |
| 3M | +10.0% | -56.9% | +66.8% | +14.3% |
| 6M | +15.1% | -35.5% | +50.6% | +14.8% |
| YTD | -2.2% | -48.8% | +46.6% | -1.8% |
| 1Y | +13.5% | +49.3% | -35.8% | +4.4% |
| 3Y | +135.2% | -61.8% | +197.0% | +123.6% |
| All | +97.2% | -69.8% | +167.0% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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