+134.0%
WFC vs CAPR
-64.9%
+199.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.6% | +1.7% |
| 7D | +0.1% | +36.0% | -35.9% | -0.4% |
| 30D | +2.9% | +25.8% | -22.9% | +2.4% |
| 3M | -1.4% | +140.8% | -142.3% | -3.4% |
| 6M | +14.3% | -67.6% | +81.9% | +15.0% |
| YTD | -6.2% | -65.9% | +59.7% | -5.9% |
| 1Y | +1.6% | +66.1% | -64.5% | -5.2% |
| 3Y | +126.9% | +256.9% | -130.0% | +101.7% |
| 5Y | +94.0% | +172.1% | -78.1% | +71.2% |
| 10Y | +134.0% | -64.7% | +198.7% | +94.6% |
| All | +134.0% | -64.9% | +199.0% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling