+3,184.7%
WFC vs CB
+7,037.7%
-3,853.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +4.6% | +9.1% | -4.5% | +0.1% |
| 3M | -3.6% | +3.4% | -7.0% | -5.3% |
| 6M | +5.6% | +14.1% | -8.5% | -1.7% |
| YTD | -8.5% | +18.0% | -26.5% | -16.5% |
| 1Y | -0.3% | +30.1% | -30.4% | -13.5% |
| 3Y | +116.4% | +71.8% | +44.7% | +61.0% |
| 5Y | +87.2% | +101.8% | -14.6% | +28.6% |
| 10Y | +145.8% | +252.1% | -106.3% | +31.0% |
| All | +3,184.7% | +7,037.7% | -3,853.0% | +753.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling