+1.5%
WFC vs CMS
-1.1%
+2.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +2.9% | +7.1% | -4.1% | +3.1% |
| 3M | -1.4% | -1.3% | -0.1% | -1.9% |
| 6M | +14.3% | -2.7% | +17.0% | +13.2% |
| YTD | -6.2% | +2.6% | -8.8% | -5.5% |
| All | +1.5% | -1.1% | +2.6% | +2.2% |
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