+142.7%
WFC vs NEM
+316.8%
-174.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +0.3% | -3.3% | +3.6% | +0.5% |
| 30D | +2.3% | +7.8% | -5.6% | +1.7% |
| 3M | +9.8% | +36.3% | -26.5% | +7.4% |
| 6M | +15.6% | +6.6% | +9.0% | +14.6% |
| YTD | -2.4% | +27.1% | -29.6% | -4.6% |
| 1Y | +13.8% | +62.3% | -48.5% | +9.3% |
| 3Y | +134.6% | +245.1% | -110.4% | +112.6% |
| 5Y | +127.9% | +154.0% | -26.1% | +107.2% |
| All | +142.7% | +316.8% | -174.1% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling