+504.6%
NOW vs WFC
+142.4%
+362.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -27.0% | +2.9% | -30.0% | -27.8% |
| 3M | -17.7% | -1.4% | -16.3% | -17.7% |
| 6M | +12.7% | +14.3% | -1.6% | +7.7% |
| YTD | -32.9% | -6.2% | -26.7% | -32.4% |
| 1Y | -40.4% | +1.6% | -42.0% | -41.4% |
| 3Y | -17.1% | +126.9% | -144.0% | -36.7% |
| 5Y | -25.7% | +94.0% | -119.6% | -41.3% |
| 10Y | +504.6% | +134.0% | +370.6% | +382.9% |
| All | +504.6% | +142.4% | +362.2% | +382.9% |
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 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