+499.2%
NOW vs WFC
+143.9%
+355.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | +1.2% | -4.2% | -3.3% |
| 30D | -26.0% | +5.2% | -31.2% | -27.2% |
| 3M | -13.1% | -3.0% | -10.1% | -12.6% |
| 6M | +14.5% | +6.2% | +8.3% | +11.8% |
| YTD | -33.4% | -7.9% | -25.5% | -32.6% |
| 1Y | -40.6% | +0.3% | -40.9% | -41.4% |
| 3Y | -16.3% | +117.7% | -134.0% | -35.2% |
| 5Y | -26.3% | +88.4% | -114.7% | -41.3% |
| All | +499.2% | +143.9% | +355.3% | +387.5% |
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 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