+412.2%
WFC vs CF
+4,965.4%
-4,553.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.5% |
| 7D | +4.5% | -6.9% | +11.4% | +6.4% |
| 30D | +7.4% | -3.7% | +11.1% | +8.2% |
| 3M | -0.5% | -5.0% | +4.4% | +0.3% |
| 6M | +11.7% | -10.5% | +22.2% | +13.5% |
| YTD | -4.6% | +46.5% | -51.2% | -18.1% |
| 1Y | +2.5% | +34.8% | -32.3% | -9.8% |
| 3Y | +123.9% | +46.7% | +77.2% | +86.0% |
| 5Y | +94.3% | +112.0% | -17.7% | +35.3% |
| 10Y | +156.0% | +529.7% | -373.7% | +20.2% |
| All | +412.2% | +4,965.4% | -4,553.2% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling