+12.3%
WFC vs NVDL
+42.2%
-29.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.8% |
| 7D | +3.8% | +11.7% | -7.9% | +3.5% |
| 30D | +1.5% | +7.8% | -6.4% | +1.2% |
| 3M | +10.9% | +3.3% | +7.6% | +10.6% |
| 6M | +8.4% | +38.9% | -30.5% | +5.2% |
| YTD | -1.9% | +28.5% | -30.4% | -4.8% |
| 1Y | +12.3% | +40.6% | -28.3% | +7.9% |
| All | +12.3% | +42.2% | -29.8% | +7.9% |
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