+2.5%
WFC vs CMS
+1.4%
+1.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.2% |
| 7D | +4.5% | +4.1% | +0.4% | +4.4% |
| 30D | +7.4% | +10.9% | -3.5% | +7.5% |
| 3M | -0.5% | -0.2% | -0.3% | -1.0% |
| 6M | +11.7% | -4.7% | +16.4% | +9.9% |
| YTD | -4.6% | +3.9% | -8.5% | -4.3% |
| 1Y | +2.5% | +0.4% | +2.2% | +2.9% |
| All | +2.5% | +1.4% | +1.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling