+129.3%
WFC vs CME
+78.2%
+51.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +3.8% | -1.6% | +5.4% | +4.1% |
| 30D | +1.5% | +6.2% | -4.8% | +0.3% |
| 3M | +10.9% | +10.4% | +0.4% | +8.6% |
| 6M | +8.4% | -9.5% | +18.0% | +10.4% |
| YTD | -1.9% | +6.0% | -7.9% | -3.9% |
| 1Y | +12.3% | +9.3% | +3.1% | +9.0% |
| 3Y | +132.3% | +57.7% | +74.7% | +94.5% |
| All | +129.3% | +78.2% | +51.2% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling