+134.0%
WFC vs CB
+246.2%
-112.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.2% |
| 7D | +0.1% | -1.5% | +1.6% | +1.2% |
| 30D | +2.9% | +6.5% | -3.6% | -1.7% |
| 3M | -1.4% | +4.1% | -5.5% | -4.5% |
| 6M | +14.3% | +14.4% | -0.1% | +2.5% |
| YTD | -6.2% | +17.5% | -23.7% | -18.1% |
| 1Y | +1.6% | +27.5% | -26.0% | -16.8% |
| 3Y | +126.9% | +71.6% | +55.3% | +41.8% |
| 5Y | +94.0% | +100.6% | -6.7% | +5.1% |
| 10Y | +134.0% | +243.0% | -109.0% | -21.6% |
| All | +134.0% | +246.2% | -112.1% | -21.6% |
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