+19.0%
NOK vs WFC
+2.1%
+16.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +5.4% | +2.5% | +2.8% | +4.6% |
| 30D | -14.1% | +7.0% | -21.1% | -15.7% |
| 3M | -23.6% | -1.8% | -21.8% | -23.0% |
| 6M | -45.1% | +18.4% | -63.5% | -46.8% |
| YTD | +24.7% | -5.6% | +30.3% | +26.4% |
| 1Y | +19.0% | +3.9% | +15.1% | +13.3% |
| All | +19.0% | +2.1% | +16.9% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling