+133.2%
WFC vs NVD
-99.2%
+232.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +0.8% |
| 7D | +3.8% | -11.1% | +14.9% | +3.2% |
| 30D | +1.5% | -13.3% | +14.7% | +0.9% |
| 3M | +10.9% | -19.8% | +30.7% | +10.1% |
| 6M | +8.4% | -48.8% | +57.2% | +5.2% |
| YTD | -1.9% | -49.7% | +47.8% | -4.6% |
| 1Y | +12.3% | -61.4% | +73.7% | +8.1% |
| 3Y | +132.3% | -99.1% | +231.5% | +102.7% |
| All | +133.2% | -99.2% | +232.4% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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