+86.4%
WFC vs NTR
+103.7%
-17.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +2.5% | +21.7% | -19.3% | -4.8% |
| 3M | +10.0% | +22.8% | -12.8% | +1.3% |
| 6M | +15.1% | +8.2% | +6.8% | +9.9% |
| YTD | -2.2% | +32.9% | -35.1% | -14.8% |
| 1Y | +13.5% | +45.3% | -31.9% | -5.4% |
| 3Y | +135.2% | +41.7% | +93.6% | +92.8% |
| 5Y | +128.3% | +49.8% | +78.5% | +56.3% |
| All | +86.4% | +103.7% | -17.2% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling