+2,337.9%
WFC vs NTAP
+22,254.3%
-19,916.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.9% | -7.8% | +8.6% | +2.1% |
| 30D | +3.3% | -25.8% | +29.0% | +8.0% |
| 3M | -1.4% | -11.2% | +9.8% | -0.1% |
| 6M | +14.7% | +49.9% | -35.2% | +5.6% |
| YTD | -5.9% | +66.9% | -72.8% | -15.2% |
| 1Y | +1.8% | +58.8% | -57.0% | -7.5% |
| 3Y | +124.9% | +140.8% | -15.9% | +88.6% |
| 5Y | +92.7% | +115.0% | -22.2% | +64.1% |
| 10Y | +118.2% | +570.8% | -452.6% | +54.8% |
| All | +2,337.9% | +22,254.3% | -19,916.3% | +944.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling