+324.8%
WFC vs CAPR
-99.2%
+424.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.4% | -11.0% | +11.3% | +0.5% |
| 30D | +1.5% | +99.8% | -98.2% | +0.7% |
| 3M | +10.2% | -66.6% | +76.8% | +10.6% |
| 6M | +18.8% | -75.1% | +93.9% | +19.5% |
| YTD | -1.5% | -71.0% | +69.5% | -1.1% |
| 1Y | +13.5% | +30.0% | -16.4% | +9.9% |
| 3Y | +135.0% | +29.0% | +106.0% | +124.9% |
| 5Y | +130.1% | +70.8% | +59.2% | +118.7% |
| 10Y | +144.1% | -78.0% | +222.0% | +126.7% |
| All | +324.8% | -99.2% | +424.0% | +312.9% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling