+106.6%
WFC vs NXT
+178.8%
-72.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +3.8% | -1.1% | +4.9% | +3.9% |
| 30D | +1.5% | -15.3% | +16.8% | +2.5% |
| 3M | +10.9% | -43.8% | +54.6% | +14.8% |
| 6M | +8.4% | -18.7% | +27.1% | +8.7% |
| YTD | -1.9% | -3.0% | +1.1% | -3.0% |
| 1Y | +12.3% | +22.7% | -10.4% | +8.9% |
| 3Y | +132.3% | +95.9% | +36.4% | +110.6% |
| All | +106.6% | +178.8% | -72.2% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling