+132.1%
WFC vs CI
+142.6%
-10.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | +1.1% | -2.0% | +3.1% | +1.8% |
| 30D | +0.8% | -1.8% | +2.6% | +1.5% |
| 3M | +9.3% | -4.2% | +13.5% | +10.6% |
| 6M | +10.6% | +2.7% | +7.9% | +8.8% |
| YTD | -4.1% | +1.9% | -6.0% | -5.6% |
| 1Y | +13.6% | -6.3% | +19.8% | +13.8% |
| 3Y | +130.7% | +3.9% | +126.9% | +111.8% |
| 5Y | +126.7% | +41.9% | +84.9% | +76.0% |
| 10Y | +132.1% | +140.4% | -8.2% | +44.3% |
| All | +132.1% | +142.6% | -10.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling