+8,432.7%
WFC vs CAH
+14,665.6%
-6,232.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.3% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +0.8% | +1.7% | -0.9% | +0.2% |
| 3M | +9.3% | +17.9% | -8.6% | +3.3% |
| 6M | +10.6% | +10.9% | -0.3% | +6.4% |
| YTD | -4.1% | +17.9% | -21.9% | -10.0% |
| 1Y | +13.6% | +61.7% | -48.1% | -5.0% |
| 3Y | +130.7% | +183.7% | -53.0% | +56.8% |
| 5Y | +126.7% | +401.3% | -274.6% | +25.8% |
| 10Y | +132.1% | +293.7% | -161.5% | +32.6% |
| All | +8,432.7% | +14,665.6% | -6,232.9% | +2,036.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling