+131.0%
WFC vs CAVA
+33.0%
+98.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +0.5% |
| 7D | +0.4% | -8.0% | +8.4% | +1.4% |
| 30D | +1.5% | -19.6% | +21.1% | +4.1% |
| 3M | +10.2% | -36.7% | +46.9% | +16.1% |
| 6M | +18.8% | -30.6% | +49.4% | +23.1% |
| YTD | -1.5% | -4.8% | +3.3% | -2.8% |
| 1Y | +13.5% | -13.1% | +26.7% | +13.0% |
| 3Y | +135.0% | +48.8% | +86.2% | +129.5% |
| All | +131.0% | +33.0% | +98.0% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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