+125.1%
WFC vs CAVA
+43.2%
+81.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | +1.1% | -1.5% | +2.6% | +1.3% |
| 30D | +0.8% | -3.7% | +4.5% | +1.0% |
| 3M | +9.3% | -18.3% | +27.6% | +11.3% |
| 6M | +10.6% | -23.5% | +34.1% | +13.2% |
| YTD | -4.1% | +2.5% | -6.5% | -6.1% |
| 1Y | +13.6% | -8.0% | +21.5% | +12.3% |
| 3Y | +130.7% | +53.5% | +77.2% | +123.8% |
| All | +125.1% | +43.2% | +81.9% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling