+13.5%
WFC vs CME
+9.3%
+4.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +0.4% | -0.6% | +1.1% | +0.4% |
| 30D | +2.5% | +4.7% | -2.2% | +2.6% |
| 3M | +10.0% | +7.8% | +2.1% | +9.9% |
| 6M | +15.1% | -11.0% | +26.0% | +13.0% |
| YTD | -2.2% | +4.0% | -6.2% | -3.7% |
| 1Y | +13.5% | +9.1% | +4.3% | +9.2% |
| All | +13.5% | +9.3% | +4.1% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling