+114.4%
WFC vs FND
+66.0%
+48.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +3.8% | -5.2% | +9.0% | +5.0% |
| 30D | +1.5% | -19.9% | +21.4% | +6.6% |
| 3M | +10.9% | +2.7% | +8.1% | +9.0% |
| 6M | +8.4% | -21.7% | +30.1% | +12.9% |
| YTD | -1.9% | -17.5% | +15.6% | +0.4% |
| 1Y | +12.3% | -39.3% | +51.6% | +23.1% |
| 3Y | +132.3% | -49.8% | +182.1% | +156.4% |
| 5Y | +130.1% | -60.1% | +190.2% | +156.0% |
| All | +114.4% | +66.0% | +48.3% | +59.7% |
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