+128.3%
WFC vs FND
-61.3%
+189.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +2.5% | -19.6% | +22.0% | +6.9% |
| 3M | +10.0% | -4.3% | +14.3% | +10.0% |
| 6M | +15.1% | -20.4% | +35.5% | +18.9% |
| YTD | -2.2% | -21.9% | +19.7% | +1.0% |
| 1Y | +13.5% | -45.2% | +58.6% | +26.1% |
| 3Y | +135.2% | -49.2% | +184.5% | +155.1% |
| 5Y | +128.3% | -61.8% | +190.1% | +145.4% |
| All | +128.3% | -61.3% | +189.6% | +145.4% |
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