-0.8%
CRM vs WFC
+128.9%
-129.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | +28.1% | +1.5% | +26.6% | +27.3% |
| 3M | +48.8% | +10.2% | +38.6% | +43.1% |
| 6M | +28.3% | +18.8% | +9.5% | +19.1% |
| YTD | -6.0% | -1.5% | -4.5% | -6.2% |
| 1Y | +1.4% | +13.5% | -12.1% | -4.8% |
| 3Y | +11.8% | +135.0% | -123.1% | -25.7% |
| All | -0.8% | +128.9% | -129.7% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling