+90.5%
WFC vs CB
+105.8%
-15.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +6.8% | +7.4% | -0.5% | +2.9% |
| 3M | -3.0% | +8.6% | -11.6% | -7.3% |
| 6M | +15.4% | +16.1% | -0.7% | +5.6% |
| YTD | -5.9% | +20.2% | -26.1% | -16.0% |
| 1Y | +1.7% | +27.2% | -25.5% | -12.3% |
| 3Y | +124.9% | +72.7% | +52.2% | +52.5% |
| 5Y | +90.5% | +105.9% | -15.5% | +8.7% |
| All | +90.5% | +105.8% | -15.3% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling