+130.7%
WFC vs CME
+52.8%
+77.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.3% |
| 7D | +1.1% | -2.9% | +3.9% | +0.9% |
| 30D | +0.8% | +5.5% | -4.7% | +1.1% |
| 3M | +9.3% | +11.0% | -1.7% | +9.8% |
| 6M | +10.6% | -9.7% | +20.3% | +9.5% |
| YTD | -4.1% | +4.9% | -8.9% | -4.2% |
| 1Y | +13.6% | +10.1% | +3.5% | +13.8% |
| 3Y | +130.7% | +53.5% | +77.2% | +126.2% |
| All | +130.7% | +52.8% | +77.9% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CME 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling