+219.3%
WFC vs NWSA
+127.4%
+91.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.7% |
| 7D | +3.8% | -1.9% | +5.7% | +4.7% |
| 30D | +1.5% | +4.6% | -3.1% | -0.9% |
| 3M | +10.9% | +13.2% | -2.4% | +3.8% |
| 6M | +8.4% | +27.0% | -18.6% | -4.4% |
| YTD | -1.9% | +16.8% | -18.7% | -10.4% |
| 1Y | +12.3% | +4.5% | +7.8% | +8.0% |
| 3Y | +132.3% | +46.2% | +86.1% | +88.2% |
| 5Y | +130.1% | +40.9% | +89.2% | +84.4% |
| 10Y | +134.4% | +145.1% | -10.7% | +31.8% |
| All | +219.3% | +127.4% | +91.9% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling