+8,268.6%
WFC vs NEM
+416.8%
+7,851.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | +1.7% | -5.9% | +7.6% | +1.9% |
| 30D | +6.8% | -2.6% | +9.4% | +6.9% |
| 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% | -6.7% |
| 1Y | +1.7% | +22.2% | -20.5% | +0.6% |
| 3Y | +124.9% | +249.0% | -124.0% | +113.9% |
| 5Y | +90.5% | +120.1% | -29.6% | +82.9% |
| 10Y | +117.8% | +356.3% | -238.5% | +104.0% |
| All | +8,268.6% | +416.8% | +7,851.8% | +8,070.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling