+666.2%
WFC vs FLR
+603.8%
+62.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.6% |
| 7D | +3.8% | +5.4% | -1.6% | +2.1% |
| 30D | +1.5% | +11.4% | -9.9% | -2.7% |
| 3M | +10.9% | +11.4% | -0.5% | +5.5% |
| 6M | +8.4% | +16.6% | -8.2% | +0.9% |
| YTD | -1.9% | +41.7% | -43.6% | -14.4% |
| 1Y | +12.3% | +35.4% | -23.1% | -1.2% |
| 3Y | +132.3% | +57.3% | +75.0% | +84.2% |
| 5Y | +130.1% | +241.0% | -110.9% | +34.8% |
| 10Y | +134.4% | +16.6% | +117.7% | +57.8% |
| All | +666.2% | +603.8% | +62.4% | +280.1% |
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