+134.0%
WFC vs CI
+158.0%
-24.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +2.9% | +4.7% | -1.7% | +1.1% |
| 3M | -1.4% | +5.2% | -6.7% | -3.4% |
| 6M | +14.3% | +3.8% | +10.6% | +12.0% |
| YTD | -6.2% | +9.2% | -15.4% | -10.2% |
| 1Y | +1.6% | +14.3% | -12.7% | -4.5% |
| 3Y | +126.9% | +8.4% | +118.5% | +105.3% |
| 5Y | +94.0% | +50.0% | +43.9% | +47.3% |
| 10Y | +134.0% | +142.2% | -8.2% | +45.6% |
| All | +134.0% | +158.0% | -24.0% | +45.6% |
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