+274.6%
WFC vs CARR
+421.5%
-146.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | +0.4% | -3.8% | +4.1% | +1.5% |
| 30D | +1.5% | -8.9% | +10.4% | +4.5% |
| 3M | +10.2% | -17.3% | +27.5% | +16.4% |
| 6M | +18.8% | -1.4% | +20.2% | +17.6% |
| YTD | -1.5% | +10.0% | -11.5% | -6.3% |
| 1Y | +13.5% | -6.4% | +19.9% | +13.6% |
| 3Y | +135.0% | +1.5% | +133.4% | +123.6% |
| 5Y | +130.1% | +9.3% | +120.8% | +106.2% |
| All | +274.6% | +421.5% | -146.9% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling