+427.1%
WFC vs CF
+5,948.3%
-5,521.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.8% |
| 7D | +3.8% | +6.0% | -2.2% | +2.0% |
| 30D | +1.5% | +14.8% | -13.4% | -2.7% |
| 3M | +10.9% | +14.1% | -3.2% | +6.0% |
| 6M | +8.4% | +28.5% | -20.1% | -2.1% |
| YTD | -1.9% | +74.9% | -76.8% | -19.6% |
| 1Y | +12.3% | +61.7% | -49.3% | -6.1% |
| 3Y | +132.3% | +80.3% | +52.0% | +82.0% |
| 5Y | +130.1% | +226.0% | -95.9% | +40.3% |
| 10Y | +134.4% | +569.9% | -435.5% | +8.1% |
| All | +427.1% | +5,948.3% | -5,521.2% | +35.6% |
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