+117.7%
WFC vs FN
+101.0%
+16.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -1.6% |
| 7D | +1.2% | 0.0% | +1.3% | +0.9% |
| 30D | +5.2% | -34.3% | +39.5% | +9.4% |
| 3M | -3.0% | -39.9% | +36.8% | +1.3% |
| 6M | +6.2% | -51.8% | +58.0% | +12.7% |
| YTD | -7.9% | -28.1% | +20.2% | -9.0% |
| 1Y | +0.3% | -29.1% | +29.4% | -1.2% |
| 3Y | +117.7% | +102.4% | +15.3% | +65.6% |
| All | +117.7% | +101.0% | +16.7% | +65.6% |
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