+132.8%
WFC vs CDE
+797.0%
-664.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.1% |
| 7D | +0.3% | -6.1% | +6.3% | +0.7% |
| 30D | +2.3% | +9.5% | -7.2% | +1.6% |
| 3M | +9.8% | +32.0% | -22.2% | +7.5% |
| 6M | +15.6% | -12.8% | +28.3% | +15.6% |
| YTD | -2.4% | +14.2% | -16.6% | -4.4% |
| 1Y | +13.8% | +36.3% | -22.5% | +10.0% |
| All | +132.8% | +797.0% | -664.3% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling