+186.0%
WFC vs USFR
+27.5%
+158.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +1.5% | +0.3% | +1.2% | +1.4% |
| 3M | +10.9% | +1.0% | +9.9% | +10.5% |
| 6M | +8.4% | +1.9% | +6.5% | +7.6% |
| YTD | -1.9% | +2.6% | -4.5% | -2.8% |
| 1Y | +12.3% | +4.0% | +8.3% | +10.6% |
| 3Y | +132.3% | +14.1% | +118.2% | +121.1% |
| 5Y | +130.1% | +20.4% | +109.7% | +114.4% |
| 10Y | +134.4% | +28.0% | +106.4% | +113.6% |
| All | +186.0% | +27.5% | +158.4% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling