+381.4%
WFC vs FN
+2,575.5%
-2,194.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.2% | +11.2% | -0.8% |
| 7D | 0.0% | -16.0% | +16.0% | +2.2% |
| 30D | +4.0% | -40.1% | +44.1% | +11.7% |
| 3M | -4.4% | -43.9% | +39.5% | +2.8% |
| 6M | +7.4% | -55.6% | +63.0% | +18.0% |
| YTD | -7.5% | -35.7% | +28.1% | -6.2% |
| 1Y | -0.3% | -39.8% | +39.5% | +1.8% |
| 3Y | +117.2% | +80.3% | +36.9% | +74.4% |
| 5Y | +89.2% | +143.3% | -54.1% | +39.9% |
| 10Y | +148.3% | +682.3% | -534.0% | +47.7% |
| All | +381.4% | +2,575.5% | -2,194.1% | +144.8% |
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