+145.0%
WFC vs NVO
+143.1%
+1.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.3% |
| 7D | +0.4% | -7.6% | +7.9% | +1.6% |
| 30D | +1.5% | -6.0% | +7.5% | +2.4% |
| 3M | +10.2% | -0.8% | +11.0% | +10.0% |
| 6M | +18.8% | +16.5% | +2.3% | +15.3% |
| YTD | -1.5% | -11.1% | +9.6% | -1.0% |
| 1Y | +13.5% | -16.7% | +30.3% | +14.9% |
| 3Y | +135.0% | -52.9% | +187.9% | +151.0% |
| 5Y | +130.1% | -3.0% | +133.0% | +98.0% |
| All | +145.0% | +143.1% | +1.9% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 10y: compounded portfolio wealth divided by compounded NVO 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…
10y analysis · Full analysis span regression · 6 months rolling