+2.5%
WFC vs NWSA
+18.2%
-15.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.8% |
| 7D | +4.5% | +4.3% | +0.2% | +4.0% |
| 30D | +7.4% | +5.6% | +1.8% | +6.7% |
| 3M | -0.5% | +7.3% | -7.8% | -1.3% |
| 6M | +11.7% | +18.8% | -7.2% | +9.1% |
| YTD | -4.6% | +17.9% | -22.5% | -7.0% |
| 1Y | +2.5% | +19.3% | -16.8% | -0.3% |
| All | +2.5% | +18.2% | -15.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling