+8,627.7%
WFC vs NOC
+16,458.4%
-7,830.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.8% |
| 7D | +3.8% | -5.2% | +9.0% | +5.7% |
| 30D | +1.5% | -7.2% | +8.7% | +4.1% |
| 3M | +10.9% | -5.1% | +16.0% | +12.5% |
| 6M | +8.4% | -31.1% | +39.5% | +23.0% |
| YTD | -1.9% | -8.6% | +6.7% | 0.0% |
| 1Y | +12.3% | -9.7% | +22.1% | +14.8% |
| 3Y | +132.3% | +24.3% | +108.0% | +105.3% |
| 5Y | +130.1% | +52.6% | +77.4% | +82.5% |
| 10Y | +134.4% | +183.6% | -49.2% | +46.7% |
| All | +8,627.7% | +16,458.4% | -7,830.7% | +1,787.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling