+8,627.7%
WFC vs NI
+5,092.7%
+3,535.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +3.8% | +2.0% | +1.8% | +2.7% |
| 30D | +1.5% | -3.5% | +5.0% | +3.2% |
| 3M | +10.9% | -9.1% | +20.0% | +15.8% |
| 6M | +8.4% | -11.8% | +20.3% | +14.7% |
| YTD | -1.9% | +1.1% | -3.0% | -3.3% |
| 1Y | +12.3% | +6.7% | +5.6% | +7.4% |
| 3Y | +132.3% | +71.1% | +61.2% | +72.6% |
| 5Y | +130.1% | +94.3% | +35.8% | +57.3% |
| 10Y | +134.4% | +135.8% | -1.4% | +40.2% |
| All | +8,627.7% | +5,092.7% | +3,535.0% | +1,166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling