+122.9%
WFC vs NTRS
+93.2%
+29.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.3% |
| 7D | +0.4% | +1.4% | -1.0% | -0.5% |
| 30D | +1.5% | -0.7% | +2.2% | +1.9% |
| 3M | +10.2% | +11.3% | -1.1% | +2.9% |
| 6M | +18.8% | +35.5% | -16.7% | -2.7% |
| YTD | -1.5% | +40.6% | -42.1% | -21.3% |
| 1Y | +13.5% | +49.2% | -35.7% | -12.7% |
| 3Y | +135.0% | +167.2% | -32.3% | +23.5% |
| All | +122.9% | +93.2% | +29.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling