-16.3%
NOW vs WFC
+114.1%
-130.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -26.0% | +4.6% | -30.6% | -27.0% |
| 3M | -13.1% | -3.6% | -9.5% | -12.5% |
| 6M | +14.5% | +5.6% | +8.9% | +12.1% |
| YTD | -33.4% | -8.5% | -25.0% | -32.2% |
| 1Y | -40.6% | -0.3% | -40.3% | -41.3% |
| 3Y | -16.3% | +116.4% | -132.8% | -26.3% |
| All | -16.3% | +114.1% | -130.4% | -26.3% |
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