+128.3%
WFC vs NTAP
+129.9%
-1.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +2.6% |
| 7D | +0.4% | +2.2% | -1.7% | -0.2% |
| 30D | +2.5% | -7.0% | +9.5% | +4.5% |
| 3M | +10.0% | +12.3% | -2.3% | +5.6% |
| 6M | +15.1% | +85.1% | -70.1% | -8.6% |
| YTD | -2.2% | +74.8% | -77.0% | -21.0% |
| 1Y | +13.5% | +52.7% | -39.2% | -3.9% |
| 3Y | +135.2% | +147.7% | -12.4% | +54.6% |
| 5Y | +128.3% | +124.8% | +3.5% | +49.6% |
| All | +128.3% | +129.9% | -1.6% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling