+117.9%
WFC vs NXPI
+218.4%
-100.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.9% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | +3.6% | +19.7% | -16.1% | -2.4% |
| 3M | -1.3% | +14.5% | -15.8% | -5.9% |
| 6M | +18.0% | -11.2% | +29.2% | +20.2% |
| YTD | -5.9% | +25.8% | -31.7% | -16.7% |
| 1Y | +1.8% | +35.2% | -33.4% | -12.3% |
| 3Y | +125.0% | +52.3% | +72.8% | +75.8% |
| 5Y | +92.0% | +34.8% | +57.1% | +50.6% |
| 10Y | +117.9% | +214.4% | -96.5% | +15.6% |
| All | +117.9% | +218.4% | -100.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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