+733.1%
WFC vs FTI
+2,165.1%
-1,432.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.8% | +5.3% | -1.5% | +1.9% |
| 30D | +1.5% | +15.3% | -13.9% | -3.6% |
| 3M | +10.9% | +15.8% | -4.9% | +4.5% |
| 6M | +8.4% | +22.6% | -14.2% | -0.1% |
| YTD | -1.9% | +79.5% | -81.4% | -21.2% |
| 1Y | +12.3% | +102.0% | -89.7% | -13.8% |
| 3Y | +132.3% | +315.8% | -183.5% | +33.2% |
| 5Y | +130.1% | +1,129.5% | -999.4% | -17.3% |
| 10Y | +134.4% | +320.9% | -186.6% | +3.8% |
| All | +733.1% | +2,165.1% | -1,432.0% | +121.5% |
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