+13.6%
WFC vs CAPR
+35.6%
-22.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.2% |
| 7D | +1.1% | -9.5% | +10.5% | +1.1% |
| 30D | +0.8% | +121.5% | -120.7% | 0.0% |
| 3M | +9.3% | -65.4% | +74.6% | +9.6% |
| 6M | +10.6% | -67.5% | +78.2% | +11.0% |
| YTD | -4.1% | -68.6% | +64.5% | -3.8% |
| 1Y | +13.6% | +42.7% | -29.1% | +11.7% |
| All | +13.6% | +35.6% | -22.1% | +11.7% |
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