+14.1%
WFC vs FRMI
-78.1%
+92.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.9% |
| 7D | +0.4% | +7.4% | -7.1% | +0.2% |
| 30D | +1.5% | -27.6% | +29.2% | +2.1% |
| 3M | +10.2% | -20.9% | +31.1% | +10.2% |
| 6M | +18.8% | -36.6% | +55.4% | +19.3% |
| YTD | -1.5% | -31.3% | +29.7% | -1.3% |
| All | +14.1% | -78.1% | +92.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling