+145.0%
WFC vs NVS
+179.5%
-34.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +0.4% | -14.3% | +14.6% | +6.8% |
| 30D | +1.5% | -10.0% | +11.5% | +5.4% |
| 3M | +10.2% | -10.9% | +21.1% | +14.6% |
| 6M | +18.8% | -12.0% | +30.8% | +24.1% |
| YTD | -1.5% | +2.5% | -4.0% | -4.9% |
| 1Y | +13.5% | +10.7% | +2.9% | +5.2% |
| 3Y | +135.0% | +53.3% | +81.7% | +77.2% |
| 5Y | +130.1% | +93.6% | +36.5% | +46.8% |
| All | +145.0% | +179.5% | -34.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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