+134.0%
WFC vs FN
+837.6%
-703.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.9% | -10.0% | -0.1% |
| 7D | +0.1% | +16.3% | -16.2% | -2.9% |
| 30D | +2.9% | -24.7% | +27.7% | +6.8% |
| 3M | -1.4% | -34.9% | +33.5% | +3.9% |
| 6M | +14.3% | -41.1% | +55.4% | +20.5% |
| YTD | -6.2% | -19.6% | +13.4% | -8.8% |
| 1Y | +1.6% | -18.5% | +20.1% | -2.1% |
| 3Y | +126.9% | +119.1% | +7.8% | +66.6% |
| 5Y | +94.0% | +206.9% | -113.0% | +26.0% |
| 10Y | +134.0% | +826.4% | -692.4% | +23.1% |
| All | +134.0% | +837.6% | -703.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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