+2.5%
WFC vs NEM
+50.9%
-48.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.9% | -7.7% | +1.4% |
| 7D | +4.5% | +3.7% | +0.8% | +4.1% |
| 30D | +7.4% | +2.0% | +5.4% | +7.1% |
| 3M | -0.5% | +21.1% | -21.6% | -2.0% |
| 6M | +11.7% | +9.5% | +2.2% | +10.4% |
| YTD | -4.6% | +19.1% | -23.7% | -8.7% |
| 1Y | +2.5% | +51.1% | -48.6% | -4.8% |
| All | +2.5% | +50.9% | -48.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling