+132.8%
WFC vs NTR
+37.3%
+95.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | 0.0% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | +2.3% | +17.0% | -14.7% | +0.6% |
| 3M | +9.8% | +22.2% | -12.4% | +7.3% |
| 6M | +15.6% | +5.2% | +10.4% | +14.6% |
| YTD | -2.4% | +29.7% | -32.1% | -7.2% |
| 1Y | +13.8% | +39.4% | -25.6% | +6.3% |
| All | +132.8% | +37.3% | +95.5% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling