+92.0%
WFC vs FND
-60.6%
+152.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -1.3% | -4.4% | +3.1% | -0.4% |
| 30D | +3.6% | +14.5% | -10.9% | +0.6% |
| 3M | -1.3% | -15.6% | +14.3% | +1.6% |
| 6M | +18.0% | +4.7% | +13.3% | +15.2% |
| YTD | -5.9% | -16.1% | +10.3% | -4.5% |
| 1Y | +1.8% | -16.0% | +17.8% | +3.1% |
| 3Y | +125.0% | -35.5% | +160.5% | +130.8% |
| 5Y | +92.0% | -60.5% | +152.5% | +104.2% |
| All | +92.0% | -60.6% | +152.6% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling