+122.9%
WFC vs NVS
+92.9%
+29.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +0.4% | -14.3% | +14.6% | +4.1% |
| 30D | +1.5% | -10.0% | +11.5% | +3.9% |
| 3M | +10.2% | -10.9% | +21.1% | +12.8% |
| 6M | +18.8% | -12.0% | +30.8% | +21.9% |
| YTD | -1.5% | +2.5% | -4.0% | -3.6% |
| 1Y | +13.5% | +10.7% | +2.9% | +8.4% |
| 3Y | +135.0% | +53.3% | +81.7% | +93.5% |
| All | +122.9% | +92.9% | +29.9% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling