+8,627.7%
WFC vs NSC
+5,745.4%
+2,882.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +3.8% | -5.5% | +9.3% | +6.7% |
| 30D | +1.5% | -3.2% | +4.7% | +3.0% |
| 3M | +10.9% | +7.7% | +3.2% | +6.4% |
| 6M | +8.4% | +4.5% | +3.9% | +5.2% |
| YTD | -1.9% | +15.6% | -17.4% | -9.7% |
| 1Y | +12.3% | +19.8% | -7.5% | +1.5% |
| 3Y | +132.3% | +70.1% | +62.2% | +72.4% |
| 5Y | +130.1% | +46.1% | +84.0% | +82.2% |
| 10Y | +134.4% | +328.1% | -193.7% | +9.5% |
| All | +8,627.7% | +5,745.4% | +2,882.3% | +1,105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling