+822.5%
NOW vs WFC
+138.0%
+684.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.2% |
| 7D | -2.4% | +3.8% | -6.2% | -3.5% |
| 30D | +20.5% | +1.5% | +19.0% | +19.8% |
| 3M | +18.3% | +10.9% | +7.5% | +14.5% |
| 6M | +24.1% | +8.4% | +15.6% | +20.3% |
| YTD | -7.8% | -1.9% | -5.9% | -8.1% |
| 1Y | -21.4% | +12.3% | -33.7% | -25.0% |
| 3Y | +19.5% | +132.3% | -112.8% | -9.2% |
| 5Y | +4.1% | +130.1% | -126.0% | -21.2% |
| All | +822.5% | +138.0% | +684.6% | +598.2% |
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