+117.9%
WFC vs CMS
+137.8%
-19.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.3% | -1.1% | -0.2% | -0.8% |
| 30D | +3.6% | +6.6% | -3.0% | +0.9% |
| 3M | -1.3% | +0.8% | -2.1% | -1.7% |
| 6M | +18.0% | -3.3% | +21.3% | +19.1% |
| YTD | -5.9% | +2.7% | -8.6% | -7.8% |
| 1Y | +1.8% | -4.0% | +5.8% | +2.6% |
| 3Y | +125.0% | +37.6% | +87.4% | +90.1% |
| 5Y | +92.0% | +35.4% | +56.5% | +59.6% |
| 10Y | +117.9% | +136.0% | -18.1% | +90.4% |
| All | +117.9% | +137.8% | -19.8% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling