+127.9%
NOK vs WFC
+117.8%
+10.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +5.4% | +2.5% | +2.8% | +4.5% |
| 30D | -14.1% | +7.0% | -21.1% | -16.0% |
| 3M | -23.6% | -1.8% | -21.8% | -23.2% |
| 6M | -45.1% | +18.4% | -63.5% | -48.1% |
| YTD | +24.7% | -5.6% | +30.3% | +26.3% |
| 1Y | +19.0% | +3.9% | +15.1% | +16.7% |
| 3Y | +147.0% | +126.3% | +20.7% | +81.1% |
| 5Y | +58.2% | +91.1% | -33.0% | +21.0% |
| All | +127.9% | +117.8% | +10.2% | +55.8% |
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