+142.7%
WFC vs NTAP
+591.7%
-449.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.3% | -1.0% | +1.3% | +0.6% |
| 30D | +2.3% | -7.5% | +9.8% | +5.0% |
| 3M | +9.8% | +14.6% | -4.9% | +3.4% |
| 6M | +15.6% | +91.0% | -75.5% | -13.0% |
| YTD | -2.4% | +73.7% | -76.1% | -24.1% |
| 1Y | +13.8% | +51.2% | -37.4% | -6.6% |
| 3Y | +134.6% | +146.1% | -11.5% | +49.3% |
| 5Y | +127.9% | +122.8% | +5.1% | +48.4% |
| All | +142.7% | +591.7% | -449.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling