+145.0%
WFC vs NTRS
+259.9%
-115.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.1% |
| 7D | +0.4% | +1.4% | -1.0% | -0.7% |
| 30D | +1.5% | -0.7% | +2.2% | +2.0% |
| 3M | +10.2% | +11.3% | -1.1% | +1.6% |
| 6M | +18.8% | +35.5% | -16.7% | -6.1% |
| YTD | -1.5% | +40.6% | -42.1% | -24.4% |
| 1Y | +13.5% | +49.2% | -35.7% | -16.8% |
| 3Y | +135.0% | +167.2% | -32.3% | +7.8% |
| 5Y | +130.1% | +94.9% | +35.1% | +30.4% |
| All | +145.0% | +259.9% | -115.0% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling