+142.7%
WFC vs NWSA
+148.8%
-6.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | +0.3% | -4.8% | +5.0% | +2.8% |
| 30D | +2.3% | +3.0% | -0.7% | +0.7% |
| 3M | +9.8% | +9.3% | +0.4% | +4.1% |
| 6M | +15.6% | +23.2% | -7.6% | +2.6% |
| YTD | -2.4% | +13.3% | -15.8% | -10.1% |
| 1Y | +13.8% | +2.9% | +10.9% | +10.1% |
| 3Y | +134.6% | +43.3% | +91.3% | +88.8% |
| 5Y | +127.9% | +40.9% | +87.0% | +79.0% |
| All | +142.7% | +148.8% | -6.2% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling