+132.1%
WFC vs CB
+214.7%
-82.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.4% |
| 30D | +0.8% | -3.9% | +4.7% | +3.6% |
| 3M | +9.3% | +4.9% | +4.4% | +4.6% |
| 6M | +10.6% | +3.3% | +7.4% | +6.9% |
| YTD | -4.1% | +8.5% | -12.6% | -11.1% |
| 1Y | +13.6% | +22.1% | -8.5% | -4.2% |
| 3Y | +130.7% | +70.1% | +60.6% | +44.2% |
| 5Y | +126.7% | +97.4% | +29.3% | +23.6% |
| 10Y | +132.1% | +216.8% | -84.7% | -12.8% |
| All | +132.1% | +214.7% | -82.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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