+98.1%
NU vs WFC
+134.7%
-36.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.1% |
| 7D | -4.9% | +0.4% | -5.2% | -5.1% |
| 30D | +7.8% | +1.5% | +6.3% | +7.1% |
| 3M | +20.9% | +10.2% | +10.7% | +15.7% |
| 6M | +0.9% | +18.8% | -17.9% | -6.8% |
| YTD | -12.7% | -1.5% | -11.1% | -12.8% |
| 1Y | -6.4% | +13.5% | -20.0% | -12.0% |
| 3Y | +98.1% | +135.0% | -36.9% | +46.1% |
| All | +98.1% | +134.7% | -36.6% | +46.1% |
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