+86.8%
WFC vs CB
+101.1%
-14.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +5.2% | +9.1% | -3.9% | +0.5% |
| 3M | -3.0% | +3.4% | -6.5% | -4.9% |
| 6M | +6.2% | +14.1% | -7.9% | -1.8% |
| YTD | -7.9% | +18.0% | -25.9% | -16.9% |
| 1Y | +0.3% | +30.1% | -29.9% | -14.7% |
| 3Y | +117.7% | +71.8% | +46.0% | +47.7% |
| All | +86.8% | +101.1% | -14.4% | +7.5% |
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