+142.7%
WFC vs USFR
+28.0%
+114.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +2.3% | +0.3% | +2.0% | +2.2% |
| 3M | +9.8% | +1.0% | +8.8% | +9.4% |
| 6M | +15.6% | +1.9% | +13.6% | +14.9% |
| YTD | -2.4% | +2.7% | -5.1% | -3.3% |
| 1Y | +13.8% | +4.0% | +9.8% | +12.2% |
| 3Y | +134.6% | +14.1% | +120.6% | +125.5% |
| 5Y | +127.9% | +20.5% | +107.4% | +114.6% |
| All | +142.7% | +28.0% | +114.7% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling