+92.7%
WFC vs NTAP
+114.4%
-21.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.9% | -7.8% | +8.6% | +2.9% |
| 30D | +3.3% | -25.8% | +29.0% | +11.0% |
| 3M | -1.4% | -11.2% | +9.8% | +0.4% |
| 6M | +14.7% | +49.9% | -35.2% | -3.0% |
| YTD | -5.9% | +66.9% | -72.8% | -24.1% |
| 1Y | +1.8% | +58.8% | -57.0% | -16.4% |
| 3Y | +124.9% | +140.8% | -15.9% | +45.9% |
| 5Y | +92.7% | +115.0% | -22.2% | +27.4% |
| All | +92.7% | +114.4% | -21.7% | +27.4% |
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 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