+132.1%
WFC vs CI
+141.2%
-9.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.4% |
| 7D | +1.1% | -2.6% | +3.6% | +2.0% |
| 30D | +0.8% | -2.4% | +3.2% | +1.7% |
| 3M | +9.3% | -4.8% | +14.0% | +10.8% |
| 6M | +10.6% | +2.1% | +8.5% | +9.0% |
| YTD | -4.1% | +1.4% | -5.4% | -5.4% |
| 1Y | +13.6% | -6.8% | +20.3% | +14.0% |
| 3Y | +130.7% | +3.3% | +127.4% | +112.2% |
| 5Y | +126.7% | +41.1% | +85.6% | +76.3% |
| 10Y | +132.1% | +139.1% | -6.9% | +44.5% |
| All | +132.1% | +141.2% | -9.1% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling