+130.7%
WFC vs NVDL
+2,480.8%
-2,350.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | 0.0% |
| 7D | +0.3% | -8.7% | +9.0% | +0.8% |
| 30D | +2.3% | -1.3% | +3.6% | +2.2% |
| 3M | +9.8% | +11.4% | -1.6% | +8.5% |
| 6M | +15.6% | +22.9% | -7.3% | +12.8% |
| YTD | -2.4% | +15.4% | -17.9% | -4.6% |
| 1Y | +13.8% | +18.8% | -4.9% | +10.5% |
| 3Y | +134.6% | +641.4% | -506.7% | +90.8% |
| All | +130.7% | +2,480.8% | -2,350.0% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling