+126.3%
WFC vs FN
+96.4%
+29.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.1% |
| 7D | +2.5% | +0.3% | +2.3% | +2.3% |
| 30D | +7.0% | -16.5% | +23.5% | +8.4% |
| 3M | -1.8% | -42.1% | +40.3% | +3.0% |
| 6M | +18.4% | -52.9% | +71.3% | +26.0% |
| YTD | -5.6% | -28.0% | +22.4% | -6.9% |
| 1Y | +3.9% | -18.5% | +22.4% | +0.2% |
| 3Y | +126.3% | +93.9% | +32.5% | +67.0% |
| All | +126.3% | +96.4% | +29.9% | +67.0% |
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