+120.8%
WFC vs NTR
+46.2%
+74.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.2% |
| 7D | +0.3% | -2.5% | +2.8% | +0.7% |
| 30D | +2.3% | +17.0% | -14.7% | -0.4% |
| 3M | +9.8% | +22.2% | -12.4% | +5.8% |
| 6M | +15.6% | +5.2% | +10.4% | +13.9% |
| YTD | -2.4% | +29.7% | -32.1% | -8.3% |
| 1Y | +13.8% | +39.4% | -25.6% | +5.0% |
| 3Y | +134.6% | +38.2% | +96.5% | +113.7% |
| All | +120.8% | +46.2% | +74.6% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling