+8,296.9%
WFC vs NSC
+5,741.3%
+2,555.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +2.5% | +2.5% | 0.0% | +1.2% |
| 30D | +7.0% | +1.7% | +5.3% | +6.0% |
| 3M | -1.8% | -2.6% | +0.8% | -0.8% |
| 6M | +18.4% | +6.4% | +12.0% | +13.9% |
| YTD | -5.6% | +15.5% | -21.1% | -13.2% |
| 1Y | +3.9% | +17.6% | -13.7% | -5.4% |
| 3Y | +126.3% | +75.0% | +51.4% | +65.6% |
| 5Y | +91.1% | +32.2% | +59.0% | +59.2% |
| 10Y | +118.5% | +296.6% | -178.1% | +5.8% |
| All | +8,296.9% | +5,741.3% | +2,555.6% | +1,058.5% |
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 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