+130.7%
WFC vs FND
-49.6%
+180.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.5% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +0.8% | -23.6% | +24.4% | +5.2% |
| 3M | +9.3% | +4.3% | +4.9% | +7.5% |
| 6M | +10.6% | -20.3% | +30.9% | +13.9% |
| YTD | -4.1% | -21.3% | +17.2% | -1.5% |
| 1Y | +13.6% | -45.4% | +58.9% | +24.8% |
| 3Y | +130.7% | -48.9% | +179.6% | +143.0% |
| All | +130.7% | -49.6% | +180.3% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling