+127.9%
WFC vs NI
+94.6%
+33.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +2.3% | -1.4% | +3.7% | +2.8% |
| 3M | +9.8% | -10.6% | +20.3% | +13.9% |
| 6M | +15.6% | -9.9% | +25.5% | +19.4% |
| YTD | -2.4% | +1.2% | -3.6% | -3.9% |
| 1Y | +13.8% | +4.4% | +9.4% | +10.5% |
| 3Y | +134.6% | +68.6% | +66.0% | +86.8% |
| 5Y | +127.9% | +98.0% | +29.9% | +68.4% |
| All | +127.9% | +94.6% | +33.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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