+102.0%
WFC vs NXT
+181.9%
-79.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.3% |
| 7D | +1.1% | +2.9% | -1.8% | +0.9% |
| 30D | +0.8% | -17.2% | +18.1% | +2.0% |
| 3M | +9.3% | -32.0% | +41.3% | +11.7% |
| 6M | +10.6% | -15.8% | +26.4% | +10.7% |
| YTD | -4.1% | -1.9% | -2.2% | -5.3% |
| 1Y | +13.6% | +22.5% | -8.9% | +10.2% |
| 3Y | +130.7% | +100.5% | +30.2% | +108.6% |
| All | +102.0% | +181.9% | -79.9% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling