+142.4%
WFC vs NXPI
+198.9%
-56.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | +0.4% | -2.3% | +2.7% | +1.2% |
| 30D | +2.5% | -4.3% | +6.8% | +3.8% |
| 3M | +10.0% | -24.7% | +34.6% | +18.7% |
| 6M | +15.1% | +9.7% | +5.3% | +7.7% |
| YTD | -2.2% | +3.8% | -6.0% | -7.4% |
| 1Y | +13.5% | +1.6% | +11.8% | +7.7% |
| 3Y | +135.2% | +16.0% | +119.2% | +103.0% |
| 5Y | +128.3% | +16.1% | +112.2% | +89.4% |
| 10Y | +142.4% | +211.4% | -69.0% | +47.9% |
| All | +142.4% | +198.9% | -56.5% | +47.9% |
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