+320.9%
WFC vs CAPR
-99.2%
+420.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.2% |
| 7D | +0.3% | -10.6% | +10.9% | +0.4% |
| 30D | +2.3% | +111.2% | -108.9% | +1.4% |
| 3M | +9.8% | -67.2% | +77.0% | +10.2% |
| 6M | +15.6% | -75.1% | +90.7% | +16.3% |
| YTD | -2.4% | -71.2% | +68.8% | -2.0% |
| 1Y | +13.8% | +31.1% | -17.3% | +10.1% |
| 3Y | +134.6% | +31.3% | +103.3% | +124.5% |
| 5Y | +127.9% | +69.4% | +58.5% | +116.7% |
| 10Y | +141.8% | -78.2% | +219.9% | +124.6% |
| All | +320.9% | -99.2% | +420.1% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling