+111.7%
WFC vs CAPR
-63.2%
+174.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | +0.1% |
| 7D | +1.7% | +19.1% | -17.3% | +1.3% |
| 30D | +6.8% | +48.8% | -42.0% | +6.0% |
| 3M | -3.0% | +144.4% | -147.4% | -5.0% |
| 6M | +15.4% | -67.5% | +82.9% | +16.0% |
| YTD | -5.9% | -64.5% | +58.6% | -5.7% |
| 1Y | +1.7% | +74.4% | -72.8% | -5.2% |
| 3Y | +124.9% | +265.7% | -140.8% | +99.8% |
| 5Y | +90.5% | +196.0% | -105.5% | +67.8% |
| All | +111.7% | -63.2% | +174.9% | +75.8% |
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