+145.0%
WFC vs CDE
+61.6%
+83.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +0.8% |
| 7D | +0.4% | -3.1% | +3.5% | +0.6% |
| 30D | +1.5% | +9.5% | -7.9% | +0.6% |
| 3M | +10.2% | +25.5% | -15.3% | +7.7% |
| 6M | +18.8% | -7.9% | +26.7% | +18.4% |
| YTD | -1.5% | +15.6% | -17.1% | -4.2% |
| 1Y | +13.5% | +34.0% | -20.5% | +8.3% |
| 3Y | +135.0% | +791.9% | -657.0% | +82.3% |
| 5Y | +130.1% | +197.7% | -67.7% | +90.0% |
| All | +145.0% | +61.6% | +83.4% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling