+92.7%
WFC vs CME
+72.0%
+20.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.9% | +1.7% | -0.8% | +0.6% |
| 30D | +3.3% | +10.2% | -6.9% | +1.5% |
| 3M | -1.4% | +17.8% | -19.2% | -4.3% |
| 6M | +14.7% | +11.0% | +3.7% | +12.2% |
| YTD | -5.9% | +17.0% | -23.0% | -9.5% |
| 1Y | +1.8% | +15.8% | -14.0% | -1.8% |
| 3Y | +124.9% | +61.8% | +63.1% | +92.4% |
| 5Y | +92.7% | +72.5% | +20.3% | +52.9% |
| All | +92.7% | +72.0% | +20.8% | +52.9% |
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