+487.8%
WFC vs NRG
+1,537.4%
-1,049.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +3.0% |
| 7D | +0.4% | +3.9% | -3.4% | -0.8% |
| 30D | +2.5% | -3.0% | +5.4% | +3.0% |
| 3M | +10.0% | -10.9% | +20.9% | +12.1% |
| 6M | +15.1% | -25.3% | +40.3% | +22.4% |
| YTD | -2.2% | -26.8% | +24.6% | +3.9% |
| 1Y | +13.5% | -23.3% | +36.7% | +17.9% |
| 3Y | +135.2% | +208.6% | -73.4% | +49.2% |
| 5Y | +128.3% | +194.1% | -65.8% | +43.8% |
| 10Y | +142.4% | +1,123.6% | -981.2% | -7.9% |
| All | +487.8% | +1,537.4% | -1,049.6% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling