+212.4%
WFC vs CDW
+903.1%
-690.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +3.8% | +3.2% | +0.6% | +2.3% |
| 30D | +1.5% | +9.3% | -7.8% | -3.0% |
| 3M | +10.9% | +9.8% | +1.1% | +4.3% |
| 6M | +8.4% | +23.3% | -14.9% | -6.0% |
| YTD | -1.9% | +13.7% | -15.5% | -11.9% |
| 1Y | +12.3% | -6.5% | +18.8% | +10.1% |
| 3Y | +132.3% | -25.2% | +157.6% | +147.0% |
| 5Y | +130.1% | -19.5% | +149.6% | +129.4% |
| 10Y | +134.4% | +285.8% | -151.4% | +23.9% |
| All | +212.4% | +903.1% | -690.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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