+238.9%
CRM vs WFC
+145.8%
+93.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | +28.1% | +1.5% | +26.6% | +27.4% |
| 3M | +48.8% | +10.2% | +38.6% | +43.9% |
| 6M | +28.3% | +18.8% | +9.5% | +20.3% |
| YTD | -6.0% | -1.5% | -4.5% | -6.3% |
| 1Y | +1.4% | +13.5% | -12.1% | -3.9% |
| 3Y | +11.8% | +135.0% | -123.1% | -18.5% |
| 5Y | -2.0% | +130.1% | -132.1% | -28.9% |
| All | +238.9% | +145.8% | +93.1% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling