+3,204.2%
WFC vs CB
+7,037.7%
-3,833.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | -3.0% | +3.4% | -6.5% | -4.8% |
| 6M | +6.2% | +14.1% | -7.9% | -1.1% |
| YTD | -7.9% | +18.0% | -25.9% | -16.0% |
| 1Y | +0.3% | +30.1% | -29.9% | -13.0% |
| 3Y | +117.7% | +71.8% | +46.0% | +61.9% |
| 5Y | +88.4% | +101.8% | -13.5% | +29.4% |
| 10Y | +147.3% | +252.1% | -104.9% | +31.7% |
| All | +3,204.2% | +7,037.7% | -3,833.5% | +758.0% |
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