+145.0%
WFC vs CMI
+516.5%
-371.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.8% |
| 30D | +1.5% | -12.4% | +13.9% | +9.5% |
| 3M | +10.2% | -14.8% | +25.0% | +19.5% |
| 6M | +18.8% | +0.8% | +18.0% | +13.9% |
| YTD | -1.5% | +10.2% | -11.7% | -11.9% |
| 1Y | +13.5% | +37.4% | -23.9% | -12.9% |
| 3Y | +135.0% | +153.3% | -18.3% | +14.7% |
| 5Y | +130.1% | +167.6% | -37.5% | +5.5% |
| All | +145.0% | +516.5% | -371.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling