+2.5%
WFC vs CARR
-1.4%
+4.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +4.5% | -0.7% | +5.2% | +4.6% |
| 30D | +7.4% | +0.3% | +7.1% | +7.2% |
| 3M | -0.5% | -14.9% | +14.4% | +2.5% |
| 6M | +11.7% | -14.9% | +26.5% | +14.2% |
| YTD | -4.6% | +7.0% | -11.7% | -9.0% |
| 1Y | +2.5% | -1.8% | +4.3% | +0.1% |
| All | +2.5% | -1.4% | +4.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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