+115.1%
NOK vs WFC
+128.9%
-13.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.5% |
| 7D | +11.0% | +0.4% | +10.6% | +10.8% |
| 30D | +7.8% | +1.5% | +6.3% | +7.1% |
| 3M | -21.0% | +10.2% | -31.2% | -23.7% |
| 6M | +40.9% | +18.8% | +22.1% | +32.2% |
| YTD | +72.0% | -1.5% | +73.6% | +72.0% |
| 1Y | +140.9% | +13.5% | +127.4% | +128.1% |
| 3Y | +194.3% | +135.0% | +59.3% | +98.6% |
| All | +115.1% | +128.9% | -13.8% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling