+128.3%
WFC vs NEM
+156.0%
-27.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.9% |
| 7D | +0.4% | +3.1% | -2.6% | +0.3% |
| 30D | +2.5% | +10.0% | -7.5% | +1.8% |
| 3M | +10.0% | +30.9% | -20.9% | +7.9% |
| 6M | +15.1% | +10.5% | +4.5% | +13.8% |
| YTD | -2.2% | +29.7% | -31.9% | -4.6% |
| 1Y | +13.5% | +71.1% | -57.7% | +8.5% |
| 3Y | +135.2% | +252.1% | -116.9% | +111.9% |
| 5Y | +128.3% | +157.7% | -29.4% | +105.7% |
| All | +128.3% | +156.0% | -27.7% | +105.7% |
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