+142.9%
WFC vs FN
+753.0%
-610.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -2.3% |
| 7D | +1.2% | 0.0% | +1.3% | +0.7% |
| 30D | +5.2% | -34.3% | +39.5% | +11.7% |
| 3M | -3.0% | -39.9% | +36.8% | +3.5% |
| 6M | +6.2% | -51.8% | +58.0% | +15.9% |
| YTD | -7.9% | -28.1% | +20.2% | -8.8% |
| 1Y | +0.3% | -29.1% | +29.4% | -1.0% |
| 3Y | +117.7% | +102.4% | +15.3% | +61.9% |
| 5Y | +88.4% | +171.7% | -83.3% | +25.2% |
| All | +142.9% | +753.0% | -610.1% | +31.7% |
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