+117.9%
WFC vs CB
+248.4%
-130.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.3% | -1.0% | -0.3% | -0.6% |
| 30D | +3.6% | +7.3% | -3.7% | -1.6% |
| 3M | -1.3% | +7.0% | -8.3% | -6.3% |
| 6M | +18.0% | +16.3% | +1.6% | +4.5% |
| YTD | -5.9% | +19.7% | -25.6% | -18.9% |
| 1Y | +1.8% | +27.8% | -26.0% | -16.7% |
| 3Y | +125.0% | +72.0% | +53.0% | +40.6% |
| 5Y | +92.0% | +104.9% | -12.9% | +2.5% |
| 10Y | +117.9% | +246.7% | -128.8% | -26.2% |
| All | +117.9% | +248.4% | -130.5% | -26.2% |
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