+127.6%
NOK vs WFC
+143.5%
-15.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +8.7% | +0.3% | +8.4% | +8.5% |
| 30D | +12.5% | +2.3% | +10.2% | +11.6% |
| 3M | -20.7% | +9.8% | -30.5% | -23.2% |
| 6M | +36.2% | +15.6% | +20.6% | +29.5% |
| YTD | +64.1% | -2.4% | +66.6% | +64.4% |
| 1Y | +132.4% | +13.8% | +118.6% | +120.9% |
| 3Y | +182.9% | +134.6% | +48.2% | +105.4% |
| 5Y | +102.8% | +127.9% | -25.1% | +47.1% |
| All | +127.6% | +143.5% | -15.9% | +49.9% |
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