+8,627.7%
WFC vs CMS
+457.8%
+8,169.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | +1.5% | -3.6% | +5.1% | +2.6% |
| 3M | +10.9% | -1.9% | +12.8% | +11.3% |
| 6M | +8.4% | -11.0% | +19.4% | +12.1% |
| YTD | -1.9% | +0.2% | -2.1% | -2.4% |
| 1Y | +12.3% | -1.3% | +13.7% | +12.1% |
| 3Y | +132.3% | +35.9% | +96.4% | +107.6% |
| 5Y | +130.1% | +23.1% | +107.0% | +109.8% |
| 10Y | +134.4% | +117.9% | +16.5% | +78.3% |
| All | +8,627.7% | +457.8% | +8,169.9% | +4,432.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling