+3,420.6%
WFC vs CB
+6,559.4%
-3,138.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.8% |
| 7D | +3.8% | +0.5% | +3.3% | +3.5% |
| 30D | +1.5% | -3.1% | +4.6% | +3.0% |
| 3M | +10.9% | +9.0% | +1.9% | +5.7% |
| 6M | +8.4% | +2.9% | +5.6% | +6.3% |
| YTD | -1.9% | +10.1% | -12.0% | -7.3% |
| 1Y | +12.3% | +22.8% | -10.4% | +0.3% |
| 3Y | +132.3% | +73.8% | +58.5% | +71.6% |
| 5Y | +130.1% | +99.2% | +30.9% | +58.9% |
| 10Y | +134.4% | +218.2% | -83.8% | +31.1% |
| All | +3,420.6% | +6,559.4% | -3,138.8% | +846.8% |
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