+128.3%
WFC vs FLR
+245.1%
-116.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.6% |
| 7D | +0.4% | -3.1% | +3.6% | +1.1% |
| 30D | +2.5% | +4.9% | -2.5% | +1.2% |
| 3M | +10.0% | +10.8% | -0.8% | +6.4% |
| 6M | +15.1% | +19.7% | -4.6% | +8.5% |
| YTD | -2.2% | +38.4% | -40.6% | -11.1% |
| 1Y | +13.5% | +34.7% | -21.2% | +3.4% |
| 3Y | +135.2% | +56.7% | +78.6% | +97.8% |
| 5Y | +128.3% | +241.6% | -113.3% | +65.4% |
| All | +128.3% | +245.1% | -116.7% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling