+111.7%
WFC vs NTAP
+600.9%
-489.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.6% |
| 7D | +1.7% | +9.9% | -8.1% | -1.6% |
| 30D | +6.8% | -22.1% | +29.0% | +15.5% |
| 3M | -3.0% | -7.7% | +4.7% | -1.9% |
| 6M | +15.4% | +60.9% | -45.5% | -7.8% |
| YTD | -5.9% | +76.4% | -82.3% | -28.3% |
| 1Y | +1.7% | +69.3% | -67.7% | -21.3% |
| 3Y | +124.9% | +154.6% | -29.7% | +39.1% |
| 5Y | +90.5% | +131.4% | -41.0% | +20.6% |
| All | +111.7% | +600.9% | -489.2% | -16.1% |
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