+128.3%
WFC vs CAPR
+76.3%
+52.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.6% | +2.0% |
| 7D | +0.4% | -12.6% | +13.1% | +0.6% |
| 30D | +2.5% | +124.4% | -122.0% | +1.1% |
| 3M | +10.0% | -66.8% | +76.8% | +10.6% |
| 6M | +15.1% | -71.8% | +86.9% | +15.9% |
| YTD | -2.2% | -70.1% | +67.9% | -1.6% |
| 1Y | +13.5% | +33.3% | -19.9% | +7.7% |
| 3Y | +135.2% | +36.7% | +98.5% | +109.8% |
| 5Y | +128.3% | +72.5% | +55.9% | +90.5% |
| All | +128.3% | +76.3% | +52.0% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling