+128.3%
WFC vs NSC
+44.1%
+84.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +2.6% |
| 7D | +0.4% | -2.0% | +2.5% | +1.5% |
| 30D | +2.5% | -3.2% | +5.6% | +3.9% |
| 3M | +10.0% | +3.9% | +6.1% | +7.4% |
| 6M | +15.1% | +7.8% | +7.3% | +9.8% |
| YTD | -2.2% | +13.4% | -15.6% | -9.3% |
| 1Y | +13.5% | +20.3% | -6.9% | +1.9% |
| 3Y | +135.2% | +76.1% | +59.1% | +68.3% |
| 5Y | +128.3% | +45.0% | +83.3% | +77.8% |
| All | +128.3% | +44.1% | +84.2% | +77.8% |
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