+285.0%
WFC vs FANG
+1,416.0%
-1,131.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | +2.3% | +2.4% | -0.1% | +1.6% |
| 3M | +9.8% | +5.1% | +4.7% | +7.9% |
| 6M | +15.6% | +16.4% | -0.9% | +9.9% |
| YTD | -2.4% | +39.0% | -41.4% | -11.6% |
| 1Y | +13.8% | +50.6% | -36.8% | +0.7% |
| 3Y | +134.6% | +46.9% | +87.7% | +105.4% |
| 5Y | +127.9% | +238.2% | -110.3% | +57.1% |
| 10Y | +141.8% | +181.3% | -39.5% | +44.9% |
| All | +285.0% | +1,416.0% | -1,131.0% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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