+132.8%
WFC vs NSC
+75.0%
+57.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.9% |
| 30D | +2.3% | -3.4% | +5.7% | +3.6% |
| 3M | +9.8% | +5.1% | +4.7% | +6.9% |
| 6M | +15.6% | +9.2% | +6.3% | +10.1% |
| YTD | -2.4% | +13.4% | -15.8% | -8.8% |
| 1Y | +13.8% | +20.8% | -7.0% | +3.2% |
| All | +132.8% | +75.0% | +57.8% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling