-10.0%
CRM vs WFC
+2.7%
-12.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.9% |
| 7D | -6.2% | +4.5% | -10.7% | -6.7% |
| 30D | -1.2% | +7.4% | -8.5% | -2.1% |
| 3M | +19.1% | -0.5% | +19.6% | +19.1% |
| 6M | +23.0% | +11.7% | +11.3% | +20.7% |
| YTD | -13.7% | -4.6% | -9.0% | -11.0% |
| 1Y | -10.0% | +2.5% | -12.5% | -11.9% |
| All | -10.0% | +2.7% | -12.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling