+8,432.7%
WFC vs CMI
+19,796.6%
-11,363.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.3% |
| 30D | +0.8% | -12.5% | +13.3% | +6.4% |
| 3M | +9.3% | -16.2% | +25.5% | +16.5% |
| 6M | +10.6% | +4.9% | +5.8% | +6.6% |
| YTD | -4.1% | +11.1% | -15.2% | -10.3% |
| 1Y | +13.6% | +43.4% | -29.8% | -5.0% |
| 3Y | +130.7% | +154.1% | -23.3% | +50.2% |
| 5Y | +126.7% | +169.5% | -42.8% | +43.7% |
| 10Y | +132.1% | +503.8% | -371.6% | +7.7% |
| All | +8,432.7% | +19,796.6% | -11,363.8% | +1,054.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling