+2.5%
WFC vs CAH
+38.5%
-36.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.3% | +1.6% |
| 7D | +4.5% | +7.0% | -2.5% | +3.4% |
| 30D | +7.4% | +12.4% | -5.0% | +5.5% |
| 3M | -0.5% | +12.2% | -12.7% | -2.2% |
| 6M | +11.7% | +33.2% | -21.5% | +8.5% |
| YTD | -4.6% | +28.4% | -33.0% | -5.7% |
| 1Y | +2.5% | +35.0% | -32.5% | +2.7% |
| All | +2.5% | +38.5% | -36.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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