+2,442.6%
WFC vs NTAP
+23,420.6%
-20,978.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.8% | -0.8% | +4.5% | +3.9% |
| 30D | +1.5% | -0.5% | +2.0% | +1.5% |
| 3M | +10.9% | +4.1% | +6.8% | +9.7% |
| 6M | +8.4% | +88.0% | -79.5% | -3.4% |
| YTD | -1.9% | +75.6% | -77.4% | -11.8% |
| 1Y | +12.3% | +58.9% | -46.6% | +2.6% |
| 3Y | +132.3% | +153.6% | -21.2% | +94.2% |
| 5Y | +130.1% | +127.6% | +2.4% | +95.1% |
| 10Y | +134.4% | +580.4% | -446.0% | +66.6% |
| All | +2,442.6% | +23,420.6% | -20,978.1% | +986.1% |
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