+12.3%
WFC vs CMS
-1.9%
+14.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | +1.5% | -3.6% | +5.1% | +1.5% |
| 3M | +10.9% | -1.9% | +12.8% | +10.5% |
| 6M | +8.4% | -11.0% | +19.4% | +7.7% |
| YTD | -1.9% | +0.2% | -2.1% | -2.9% |
| 1Y | +12.3% | -1.3% | +13.7% | +11.9% |
| All | +12.3% | -1.9% | +14.2% | +11.9% |
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