+86.8%
WFC vs FN
+170.4%
-83.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -1.8% |
| 7D | +1.2% | 0.0% | +1.3% | +0.8% |
| 30D | +5.2% | -34.3% | +39.5% | +10.2% |
| 3M | -3.0% | -39.9% | +36.8% | +2.0% |
| 6M | +6.2% | -51.8% | +58.0% | +13.8% |
| YTD | -7.9% | -28.1% | +20.2% | -8.9% |
| 1Y | +0.3% | -29.1% | +29.4% | -1.0% |
| 3Y | +117.7% | +102.4% | +15.3% | +68.7% |
| All | +86.8% | +170.4% | -83.6% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling