+131.3%
WFC vs NVDL
+2,608.0%
-2,476.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | +0.4% | -0.8% | +1.3% | +0.5% |
| 30D | +2.5% | +3.4% | -0.9% | +2.1% |
| 3M | +10.0% | +8.1% | +1.9% | +8.9% |
| 6M | +15.1% | +31.9% | -16.8% | +11.8% |
| YTD | -2.2% | +21.1% | -23.3% | -4.7% |
| 1Y | +13.5% | +34.0% | -20.6% | +9.3% |
| 3Y | +135.2% | +677.9% | -542.7% | +90.8% |
| All | +131.3% | +2,608.0% | -2,476.7% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling