+701.5%
WFC vs FTI
+1,779.9%
-1,078.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | -0.4% |
| 7D | +2.5% | +4.3% | -1.8% | +1.0% |
| 30D | +7.0% | -4.7% | +11.7% | +8.3% |
| 3M | -1.8% | -13.5% | +11.8% | +2.7% |
| 6M | +18.4% | -8.7% | +27.1% | +20.5% |
| YTD | -5.6% | +49.0% | -54.6% | -19.5% |
| 1Y | +3.9% | +54.0% | -50.1% | -12.5% |
| 3Y | +126.3% | +211.6% | -85.3% | +43.4% |
| 5Y | +91.1% | +881.9% | -790.7% | -25.4% |
| 10Y | +118.5% | +188.1% | -69.5% | +10.6% |
| All | +701.5% | +1,779.9% | -1,078.3% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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