+142.4%
WFC vs CME
+280.6%
-138.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +0.4% | -0.6% | +1.1% | +0.8% |
| 30D | +2.5% | +4.7% | -2.2% | 0.0% |
| 3M | +10.0% | +7.8% | +2.1% | +5.2% |
| 6M | +15.1% | -11.0% | +26.0% | +20.6% |
| YTD | -2.2% | +4.0% | -6.2% | -6.1% |
| 1Y | +13.5% | +9.1% | +4.3% | +5.8% |
| 3Y | +135.2% | +52.3% | +82.9% | +74.5% |
| 5Y | +128.3% | +76.1% | +52.2% | +50.5% |
| 10Y | +142.4% | +280.6% | -138.2% | -6.1% |
| All | +142.4% | +280.6% | -138.2% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling