+132.9%
WFC vs FN
+158.4%
-25.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.3% | +0.5% |
| 7D | +3.8% | -1.7% | +5.5% | +4.0% |
| 30D | +1.5% | -22.0% | +23.5% | +3.8% |
| 3M | +10.9% | -43.0% | +53.9% | +16.9% |
| 6M | +8.4% | -27.7% | +36.2% | +9.4% |
| YTD | -1.9% | -10.5% | +8.6% | -4.5% |
| 1Y | +12.3% | +12.5% | -0.1% | +4.8% |
| All | +132.9% | +158.4% | -25.4% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling