+45.4%
NU vs WFC
+105.3%
-59.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | -4.2% | +0.3% | -4.5% | -4.4% |
| 30D | +10.0% | +2.3% | +7.7% | +8.6% |
| 3M | +29.3% | +9.8% | +19.5% | +22.4% |
| 6M | +0.9% | +15.6% | -14.6% | -7.6% |
| YTD | -10.3% | -2.4% | -7.8% | -9.8% |
| 1Y | -3.2% | +13.8% | -17.0% | -11.1% |
| 3Y | +120.6% | +134.6% | -14.1% | +23.2% |
| All | +45.4% | +105.3% | -59.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling