+8,268.6%
WFC vs NOC
+17,556.4%
-9,287.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.7% | +4.5% | -2.8% | +0.1% |
| 30D | +6.8% | +14.1% | -7.2% | +1.8% |
| 3M | -3.0% | -4.5% | +1.5% | -1.8% |
| 6M | +15.4% | -0.8% | +16.2% | +15.0% |
| YTD | -5.9% | -2.5% | -3.4% | -6.5% |
| 1Y | +1.7% | -0.1% | +1.7% | +0.1% |
| 3Y | +124.9% | +24.6% | +100.3% | +99.1% |
| 5Y | +90.5% | +65.6% | +24.9% | +46.8% |
| 10Y | +117.8% | +160.5% | -42.7% | +40.2% |
| All | +8,268.6% | +17,556.4% | -9,287.8% | +1,664.6% |
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