+396.3%
WFC vs FN
+3,020.0%
-2,623.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +3.1% |
| 7D | +4.5% | -7.0% | +11.5% | +5.3% |
| 30D | +7.4% | -24.7% | +32.1% | +11.4% |
| 3M | -0.5% | -35.7% | +35.1% | +4.9% |
| 6M | +11.7% | -52.4% | +64.1% | +21.6% |
| YTD | -4.6% | -25.0% | +20.3% | -5.4% |
| 1Y | +2.5% | -25.7% | +28.2% | +1.4% |
| 3Y | +123.9% | +110.2% | +13.7% | +75.9% |
| 5Y | +94.3% | +192.3% | -98.0% | +39.8% |
| 10Y | +156.0% | +812.3% | -656.2% | +48.9% |
| All | +396.3% | +3,020.0% | -2,623.7% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling