+2.5%
WFC vs NVDL
-23.5%
+26.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.1% | +8.3% | +2.3% |
| 7D | +4.5% | -14.0% | +18.5% | +4.8% |
| 30D | +7.4% | -31.2% | +38.5% | +8.3% |
| 3M | -0.5% | -15.5% | +15.0% | -0.4% |
| 6M | +11.7% | -10.3% | +22.0% | +10.4% |
| YTD | -4.6% | -5.8% | +1.1% | -7.9% |
| 1Y | +2.5% | -20.1% | +22.6% | +0.4% |
| All | +2.5% | -23.5% | +26.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling