+90.5%
WFC vs NSC
+34.1%
+56.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +1.7% | +1.6% | +0.1% | +0.9% |
| 30D | +6.8% | +4.2% | +2.7% | +4.7% |
| 3M | -3.0% | -0.2% | -2.8% | -3.1% |
| 6M | +15.4% | +7.6% | +7.9% | +10.4% |
| YTD | -5.9% | +17.4% | -23.3% | -14.4% |
| 1Y | +1.7% | +18.3% | -16.6% | -7.8% |
| 3Y | +124.9% | +79.8% | +45.1% | +59.1% |
| 5Y | +90.5% | +34.3% | +56.1% | +45.2% |
| All | +90.5% | +34.1% | +56.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling