+124.9%
WFC vs CME
+61.8%
+63.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.4% |
| 7D | +0.9% | +1.7% | -0.8% | +0.9% |
| 30D | +3.3% | +10.2% | -6.9% | +3.7% |
| 3M | -1.4% | +17.8% | -19.2% | -0.6% |
| 6M | +14.7% | +11.0% | +3.7% | +14.8% |
| YTD | -5.9% | +17.0% | -23.0% | -5.5% |
| 1Y | +1.8% | +15.8% | -14.0% | +2.2% |
| 3Y | +124.9% | +61.8% | +63.1% | +131.4% |
| All | +124.9% | +61.8% | +63.1% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling