+145.0%
WFC vs NRG
+1,083.9%
-939.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +0.4% | -4.7% | +5.0% | +1.6% |
| 30D | +1.5% | -6.0% | +7.5% | +2.9% |
| 3M | +10.2% | -8.0% | +18.2% | +11.2% |
| 6M | +18.8% | -23.2% | +41.9% | +24.6% |
| YTD | -1.5% | -28.1% | +26.5% | +4.5% |
| 1Y | +13.5% | -27.3% | +40.8% | +19.4% |
| 3Y | +135.0% | +208.7% | -73.7% | +49.3% |
| 5Y | +130.1% | +197.7% | -67.6% | +44.7% |
| All | +145.0% | +1,083.9% | -939.0% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling