+90.7%
WFC vs NVTS
-54.3%
+144.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.6% |
| 7D | +2.5% | +3.9% | -1.4% | +2.3% |
| 30D | +7.0% | -4.3% | +11.3% | +6.9% |
| 3M | -1.8% | -34.5% | +32.7% | -0.3% |
| 6M | +18.4% | -57.7% | +76.1% | +21.5% |
| YTD | -5.6% | +25.4% | -30.9% | -10.0% |
| 1Y | +3.9% | +13.1% | -9.3% | -0.6% |
| 3Y | +126.3% | +48.9% | +77.4% | +102.6% |
| All | +90.7% | -54.3% | +144.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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