+8,627.7%
WFC vs CI
+7,591.2%
+1,036.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +3.8% | +1.3% | +2.5% | +3.2% |
| 30D | +1.5% | +4.4% | -3.0% | -0.3% |
| 3M | +10.9% | +0.7% | +10.2% | +10.1% |
| 6M | +8.4% | +0.3% | +8.1% | +7.5% |
| YTD | -1.9% | +3.8% | -5.7% | -4.2% |
| 1Y | +12.3% | -5.5% | +17.8% | +12.2% |
| 3Y | +132.3% | +8.1% | +124.2% | +111.4% |
| 5Y | +130.1% | +42.8% | +87.3% | +84.7% |
| 10Y | +134.4% | +143.9% | -9.5% | +45.4% |
| All | +8,627.7% | +7,591.2% | +1,036.5% | +786.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling