+637.2%
WFC vs FLR
+513.8%
+123.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +2.5% | +5.4% | -2.9% | +0.8% |
| 30D | +7.0% | +2.8% | +4.2% | +5.7% |
| 3M | -1.8% | -6.4% | +4.6% | -0.5% |
| 6M | +18.4% | +8.8% | +9.6% | +12.7% |
| YTD | -5.6% | +23.6% | -29.2% | -14.6% |
| 1Y | +3.9% | +13.8% | -9.9% | -3.7% |
| 3Y | +126.3% | +36.5% | +89.9% | +86.9% |
| 5Y | +91.1% | +119.3% | -28.2% | +29.4% |
| 10Y | +118.5% | +8.0% | +110.6% | +49.9% |
| All | +637.2% | +513.8% | +123.3% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling