+90.5%
WFC vs NEM
+121.3%
-30.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.3% |
| 7D | +1.7% | -5.9% | +7.6% | +2.2% |
| 30D | +6.8% | -2.6% | +9.4% | +7.0% |
| 3M | -3.0% | -4.2% | +1.2% | -2.9% |
| 6M | +15.4% | -5.5% | +20.9% | +15.4% |
| YTD | -5.9% | +13.5% | -19.5% | -7.7% |
| 1Y | +1.7% | +22.2% | -20.5% | -0.9% |
| 3Y | +124.9% | +249.0% | -124.0% | +100.3% |
| 5Y | +90.5% | +120.1% | -29.6% | +64.0% |
| All | +90.5% | +121.3% | -30.8% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling