+158.5%
WFC vs FTV
+90.8%
+67.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.5% |
| 7D | +3.8% | -4.5% | +8.3% | +6.7% |
| 30D | +1.5% | -7.1% | +8.5% | +6.0% |
| 3M | +10.9% | -7.2% | +18.0% | +15.5% |
| 6M | +8.4% | -1.5% | +9.9% | +8.5% |
| YTD | -1.9% | +3.5% | -5.4% | -5.7% |
| 1Y | +12.3% | +20.3% | -8.0% | -2.7% |
| 3Y | +132.3% | -3.1% | +135.4% | +127.1% |
| 5Y | +130.1% | +2.3% | +127.7% | +112.1% |
| 10Y | +134.4% | +76.3% | +58.1% | +57.3% |
| All | +158.5% | +90.8% | +67.7% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling