+12.3%
WFC vs NRG
-18.6%
+30.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | +0.2% |
| 7D | +3.8% | +7.1% | -3.3% | +3.0% |
| 30D | +1.5% | -1.4% | +2.9% | +1.6% |
| 3M | +10.9% | -10.5% | +21.3% | +11.4% |
| 6M | +8.4% | -26.7% | +35.2% | +10.9% |
| YTD | -1.9% | -24.5% | +22.7% | -0.2% |
| 1Y | +12.3% | -18.6% | +30.9% | +13.2% |
| All | +12.3% | -18.6% | +30.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling