+3.9%
WFC vs NEM
+22.5%
-18.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.5% | -6.4% | +8.9% | +3.0% |
| 30D | +7.0% | +1.4% | +5.6% | +6.8% |
| 3M | -1.8% | -0.7% | -1.0% | -1.9% |
| 6M | +18.4% | -4.5% | +22.9% | +18.0% |
| YTD | -5.6% | +14.0% | -19.6% | -9.6% |
| 1Y | +3.9% | +27.3% | -23.4% | -2.1% |
| All | +3.9% | +22.5% | -18.6% | -2.1% |
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