+118.2%
WFC vs CF
+494.2%
-375.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +0.9% | +4.8% | -3.9% | -0.6% |
| 30D | +3.3% | +9.7% | -6.4% | +0.4% |
| 3M | -1.4% | +1.2% | -2.7% | -2.4% |
| 6M | +14.7% | +7.4% | +7.3% | +10.8% |
| YTD | -5.9% | +60.5% | -66.4% | -21.8% |
| 1Y | +1.8% | +50.7% | -48.9% | -13.8% |
| 3Y | +124.9% | +64.8% | +60.1% | +78.0% |
| 5Y | +92.7% | +115.8% | -23.0% | +25.7% |
| 10Y | +118.2% | +481.0% | -362.8% | -5.8% |
| All | +118.2% | +494.2% | -375.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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