+623.6%
WFC vs CME
+8,439.7%
-7,816.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -1.2% |
| 7D | -1.3% | +2.5% | -3.7% | -2.6% |
| 30D | +3.6% | +13.9% | -10.3% | -3.9% |
| 3M | -1.3% | +22.4% | -23.7% | -12.2% |
| 6M | +18.0% | +12.9% | +5.1% | +8.5% |
| YTD | -5.9% | +19.6% | -25.5% | -17.0% |
| 1Y | +1.8% | +17.7% | -15.9% | -9.5% |
| 3Y | +125.0% | +65.3% | +59.7% | +59.4% |
| 5Y | +92.0% | +75.1% | +16.8% | +28.9% |
| 10Y | +117.9% | +305.8% | -187.9% | -12.7% |
| All | +623.6% | +8,439.7% | -7,816.1% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling