+8,598.6%
WFC vs CDE
-89.6%
+8,688.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +0.4% | -2.0% | +2.4% | +0.6% |
| 30D | +2.5% | +15.7% | -13.2% | +1.4% |
| 3M | +10.0% | +30.5% | -20.5% | +7.7% |
| 6M | +15.1% | -7.4% | +22.4% | +14.7% |
| YTD | -2.2% | +17.9% | -20.1% | -4.4% |
| 1Y | +13.5% | +46.7% | -33.3% | +8.8% |
| 3Y | +135.2% | +851.3% | -716.1% | +94.4% |
| 5Y | +128.3% | +202.9% | -74.6% | +98.0% |
| 10Y | +142.4% | +58.2% | +84.2% | +103.7% |
| All | +8,598.6% | -89.6% | +8,688.2% | +6,333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling