+8,627.7%
WFC vs NEM
+487.7%
+8,140.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | +1.5% | +23.1% | -21.6% | +0.7% |
| 3M | +10.9% | +18.5% | -7.6% | +10.1% |
| 6M | +8.4% | +7.8% | +0.6% | +7.9% |
| YTD | -1.9% | +29.1% | -31.0% | -3.1% |
| 1Y | +12.3% | +72.7% | -60.3% | +9.8% |
| 3Y | +132.3% | +248.7% | -116.4% | +120.8% |
| 5Y | +130.1% | +148.7% | -18.6% | +120.0% |
| 10Y | +134.4% | +304.8% | -170.4% | +119.9% |
| All | +8,627.7% | +487.7% | +8,140.0% | +8,385.5% |
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