Regulatory Capital Requirements and Other Restrictions, Minimum Required Regulatory Capital Ratios (Details)	Sep. 30, 2022	Dec. 31, 2021
Wells Fargo & Company [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Banking Regulation, Global Systemically Important Bank (GSIB) Surcharge	0.0150
Supplementary leverage ratio, minimum	0.0300
Leverage buffer, minimum	0.0200
Supplementary leverage ratio	0.0500	0.0500
Wells Fargo & Company [Member] \| Advanced Approach Under Basel III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital conservation buffer, minimum	0.0250
Wells Fargo & Company [Member] \| Standardized Approach Under Basel III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Banking Regulation, Stress Capital Buffer (SCB)	0.0310
Wells Fargo Bank, NA [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Supplementary leverage ratio	0.0600	0.0600
Wells Fargo Bank, NA [Member] \| Advanced Approach Under Basel III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital conservation buffer, minimum	0.0250
Wells Fargo Bank, NA [Member] \| Standardized Approach Under Basel III [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Capital conservation buffer, minimum	0.0250

Minimum capital conservation buffer percentage required to avoid restriction on payout amount of eligible retained income as defined by regulatory framework.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI https://asc.fasb.org/extlink&oid=117337116&loc=SL5958568-112826

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Global systemically important bank (GSIB) surcharge percentage as defined by regulatory framework.

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- Definition

Minimum leverage buffer percentage as defined by regulatory framework.

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Ratio of minimum Tier 1 risk-based capital to total leverage exposure required for capital adequacy as defined by regulatory framework.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1B
-URI https://asc.fasb.org/extlink&oid=117337116&loc=SL5958570-112826

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI https://asc.fasb.org/extlink&oid=117337116&loc=SL5958568-112826

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Ratio of minimum Tier 1 risk-based capital to total leverage exposure categorized as well capitalized as defined by regulatory framework for prompt corrective action.

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Stress Capital Buffer (SCB) percentage as defined by regulatory framework.

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