+127.9%
WFC vs CMI
+163.4%
-35.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | +2.3% | -12.8% | +15.1% | +8.8% |
| 3M | +9.8% | -12.4% | +22.2% | +15.3% |
| 6M | +15.6% | -0.9% | +16.4% | +12.1% |
| YTD | -2.4% | +8.9% | -11.3% | -11.0% |
| 1Y | +13.8% | +37.7% | -23.9% | -9.7% |
| 3Y | +134.6% | +148.9% | -14.2% | +25.4% |
| 5Y | +127.9% | +164.4% | -36.4% | +11.0% |
| All | +127.9% | +163.4% | -35.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling