+12.3%
WFC vs CAPR
+48.7%
-36.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +3.8% | -2.0% | +5.8% | +3.8% |
| 30D | +1.5% | +139.2% | -137.7% | +0.6% |
| 3M | +10.9% | -66.4% | +77.2% | +11.3% |
| 6M | +8.4% | -63.1% | +71.6% | +8.7% |
| YTD | -1.9% | -67.4% | +65.6% | -1.6% |
| 1Y | +12.3% | +58.2% | -45.9% | +11.9% |
| All | +12.3% | +48.7% | -36.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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