+120.3%
WFC vs NET
+1,449.6%
-1,329.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.1% |
| 7D | +3.8% | -7.0% | +10.8% | +4.4% |
| 30D | +1.5% | -4.8% | +6.3% | +1.7% |
| 3M | +10.9% | +3.8% | +7.0% | +10.0% |
| 6M | +8.4% | +50.0% | -41.6% | +3.1% |
| YTD | -1.9% | +41.5% | -43.4% | -6.5% |
| 1Y | +12.3% | +32.8% | -20.5% | +7.4% |
| 3Y | +132.3% | +335.9% | -203.6% | +96.8% |
| 5Y | +130.1% | +113.8% | +16.2% | +91.4% |
| All | +120.3% | +1,449.6% | -1,329.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling