+105.7%
WFC vs FND
+68.8%
+36.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -1.3% | -4.4% | +3.1% | -0.3% |
| 30D | +3.6% | +14.5% | -10.9% | +0.2% |
| 3M | -1.3% | -15.6% | +14.3% | +2.1% |
| 6M | +18.0% | +4.7% | +13.3% | +14.8% |
| YTD | -5.9% | -16.1% | +10.3% | -4.4% |
| 1Y | +1.8% | -16.0% | +17.8% | +3.1% |
| 3Y | +125.0% | -35.5% | +160.5% | +132.8% |
| 5Y | +92.0% | -60.5% | +152.5% | +114.1% |
| All | +105.7% | +68.8% | +36.9% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling