+85.7%
WFC vs FN
+170.4%
-84.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -2.4% |
| 7D | +0.6% | 0.0% | +0.7% | +0.2% |
| 30D | +4.6% | -34.3% | +38.9% | +9.5% |
| 3M | -3.6% | -39.9% | +36.2% | +1.4% |
| 6M | +5.6% | -51.8% | +57.4% | +13.1% |
| YTD | -8.5% | -28.1% | +19.7% | -9.4% |
| 1Y | -0.3% | -29.1% | +28.8% | -1.6% |
| 3Y | +116.4% | +102.4% | +14.0% | +67.7% |
| All | +85.7% | +170.4% | -84.7% | +24.1% |
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