+112.4%
WFC vs NSC
+296.2%
-183.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.3% |
| 7D | +2.5% | +2.5% | 0.0% | +1.0% |
| 30D | +7.0% | +1.7% | +5.3% | +5.8% |
| 3M | -1.8% | -2.6% | +0.8% | -0.6% |
| 6M | +18.4% | +6.4% | +12.0% | +12.8% |
| YTD | -5.6% | +15.5% | -21.1% | -15.1% |
| 1Y | +3.9% | +17.6% | -13.7% | -7.7% |
| 3Y | +126.3% | +75.0% | +51.4% | +50.9% |
| 5Y | +91.1% | +32.2% | +59.0% | +50.1% |
| All | +112.4% | +296.2% | -183.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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