+580.7%
WFC vs NDAQ
+2,628.3%
-2,047.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.2% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +2.9% | +15.9% | -12.9% | -4.0% |
| 3M | -1.4% | +15.1% | -16.5% | -8.1% |
| 6M | +14.3% | +22.9% | -8.5% | +2.7% |
| YTD | -6.2% | +12.8% | -19.1% | -13.0% |
| 1Y | +1.6% | +26.0% | -24.4% | -10.6% |
| 3Y | +126.9% | +119.7% | +7.2% | +52.7% |
| 5Y | +94.0% | +65.4% | +28.5% | +46.5% |
| 10Y | +134.0% | +469.3% | -335.2% | -0.3% |
| All | +580.7% | +2,628.3% | -2,047.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 all: compounded portfolio wealth divided by compounded NDAQ 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…
all analysis · Full analysis span regression · 6 months rolling