+13.8%
WFC vs NEM
+64.6%
-50.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.8% |
| 3M | +9.8% | +36.3% | -26.5% | +7.5% |
| 6M | +15.6% | +6.6% | +9.0% | +14.5% |
| YTD | -2.4% | +27.1% | -29.6% | -5.5% |
| 1Y | +13.8% | +62.3% | -48.5% | +8.8% |
| All | +13.8% | +64.6% | -50.8% | +8.8% |
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