+90.7%
WFC vs CAPR
+172.3%
-81.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.4% |
| 7D | +2.5% | +5.9% | -3.4% | +2.4% |
| 30D | +7.0% | +44.6% | -37.6% | +6.3% |
| 3M | -1.8% | +126.4% | -128.1% | -3.3% |
| 6M | +18.4% | -68.6% | +87.0% | +19.0% |
| YTD | -5.6% | -67.0% | +61.4% | -5.3% |
| 1Y | +3.9% | +65.2% | -61.3% | -2.0% |
| 3Y | +126.3% | +235.6% | -109.2% | +91.5% |
| All | +90.7% | +172.3% | -81.6% | +53.7% |
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 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