+127.9%
WFC vs CAH
+392.8%
-264.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.2% |
| 7D | +0.3% | -5.1% | +5.4% | +1.8% |
| 30D | +2.3% | -1.8% | +4.1% | +2.8% |
| 3M | +9.8% | +9.4% | +0.4% | +6.9% |
| 6M | +15.6% | +9.2% | +6.3% | +12.4% |
| YTD | -2.4% | +15.7% | -18.1% | -7.2% |
| 1Y | +13.8% | +59.7% | -45.9% | -3.6% |
| 3Y | +134.6% | +178.5% | -43.8% | +53.4% |
| 5Y | +127.9% | +398.3% | -270.3% | +4.2% |
| All | +127.9% | +392.8% | -264.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling