+126.3%
WFC vs CAH
+180.6%
-54.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +2.5% | +3.5% | -0.9% | +2.0% |
| 30D | +7.0% | +13.5% | -6.5% | +5.0% |
| 3M | -1.8% | +21.8% | -23.6% | -4.6% |
| 6M | +18.4% | +51.5% | -33.1% | +11.8% |
| YTD | -5.6% | +38.1% | -43.7% | -10.0% |
| 1Y | +3.9% | +37.7% | -33.8% | -0.9% |
| 3Y | +126.3% | +179.6% | -53.3% | +91.6% |
| All | +126.3% | +180.6% | -54.2% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling