+1,022.8%
NBIS vs WFC
+46.3%
+976.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.3% |
| 7D | -0.8% | +0.4% | -1.2% | -1.3% |
| 30D | -13.4% | +1.5% | -14.9% | -14.5% |
| 3M | +1.0% | +10.2% | -9.2% | -6.0% |
| 6M | +100.5% | +18.8% | +81.7% | +73.4% |
| YTD | +168.3% | -1.5% | +169.8% | +173.7% |
| 1Y | +151.8% | +13.5% | +138.2% | +128.0% |
| All | +1,022.8% | +46.3% | +976.5% | +765.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling