+272.1%
WFC vs CARR
+425.9%
-153.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.6% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +2.5% | -8.7% | +11.1% | +5.4% |
| 3M | +10.0% | -18.4% | +28.3% | +16.6% |
| 6M | +15.1% | -0.6% | +15.7% | +13.7% |
| YTD | -2.2% | +10.9% | -13.1% | -7.2% |
| 1Y | +13.5% | -7.3% | +20.7% | +13.9% |
| 3Y | +135.2% | +2.9% | +132.3% | +123.0% |
| 5Y | +128.3% | +9.6% | +118.7% | +104.4% |
| All | +272.1% | +425.9% | -153.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling