+142.7%
WFC vs NOC
+192.5%
-49.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +0.3% | -1.8% | +2.1% | +0.9% |
| 30D | +2.3% | -9.4% | +11.7% | +5.8% |
| 3M | +9.8% | -3.8% | +13.6% | +10.9% |
| 6M | +15.6% | -28.8% | +44.3% | +29.5% |
| YTD | -2.4% | -7.9% | +5.4% | -1.1% |
| 1Y | +13.8% | -9.0% | +22.9% | +15.8% |
| 3Y | +134.6% | +29.1% | +105.6% | +100.0% |
| 5Y | +127.9% | +58.9% | +69.0% | +64.3% |
| All | +142.7% | +192.5% | -49.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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