+113.2%
WFC vs FND
+54.9%
+58.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.1% |
| 7D | +0.3% | -5.1% | +5.4% | +1.5% |
| 30D | +2.3% | -22.5% | +24.8% | +8.3% |
| 3M | +9.8% | -5.0% | +14.8% | +10.0% |
| 6M | +15.6% | -21.5% | +37.1% | +20.2% |
| YTD | -2.4% | -23.0% | +20.6% | +1.4% |
| 1Y | +13.8% | -44.9% | +58.7% | +27.7% |
| 3Y | +134.6% | -50.0% | +184.6% | +158.9% |
| 5Y | +127.9% | -63.3% | +191.3% | +158.8% |
| All | +113.2% | +54.9% | +58.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling