+126.7%
WFC vs FTV
+4.3%
+122.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.8% |
| 7D | +1.1% | -0.4% | +1.4% | +1.2% |
| 30D | +0.8% | -8.3% | +9.1% | +5.5% |
| 3M | +9.3% | -7.4% | +16.7% | +13.4% |
| 6M | +10.6% | -1.2% | +11.8% | +10.6% |
| YTD | -4.1% | +2.7% | -6.8% | -6.9% |
| 1Y | +13.6% | +18.4% | -4.9% | +1.0% |
| 3Y | +130.7% | -2.0% | +132.8% | +125.7% |
| 5Y | +126.7% | +3.4% | +123.3% | +98.7% |
| All | +126.7% | +4.3% | +122.4% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling