+112.4%
WFC vs FLR
+7.4%
+105.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +2.5% | +5.4% | -2.9% | +1.3% |
| 30D | +7.0% | +2.8% | +4.2% | +6.1% |
| 3M | -1.8% | -6.4% | +4.6% | -0.8% |
| 6M | +18.4% | +8.8% | +9.6% | +14.4% |
| YTD | -5.6% | +23.6% | -29.2% | -12.0% |
| 1Y | +3.9% | +13.8% | -9.9% | -1.4% |
| 3Y | +126.3% | +36.5% | +89.9% | +98.6% |
| 5Y | +91.1% | +119.3% | -28.2% | +47.0% |
| All | +112.4% | +7.4% | +105.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling