+184.5%
NOK vs WFC
+133.1%
+51.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +9.3% | +0.4% | +8.9% | +9.2% |
| 30D | +17.9% | +2.5% | +15.4% | +17.0% |
| 3M | -22.3% | +10.0% | -32.3% | -24.2% |
| 6M | +36.4% | +15.1% | +21.3% | +31.6% |
| YTD | +66.3% | -2.2% | +68.5% | +66.8% |
| 1Y | +134.4% | +13.5% | +121.0% | +125.8% |
| All | +184.5% | +133.1% | +51.4% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling