+8,091.0%
WFC vs CMS
+463.7%
+7,627.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | +1.2% | -1.3% | +2.6% | +1.7% |
| 30D | +5.2% | +6.3% | -1.1% | +3.2% |
| 3M | -3.0% | -2.1% | -1.0% | -2.5% |
| 6M | +6.2% | -5.1% | +11.3% | +7.7% |
| YTD | -7.9% | +1.3% | -9.2% | -8.8% |
| 1Y | +0.3% | -1.4% | +1.7% | +0.1% |
| 3Y | +117.7% | +36.9% | +80.8% | +94.1% |
| 5Y | +88.4% | +32.5% | +55.8% | +67.9% |
| 10Y | +147.3% | +126.8% | +20.5% | +85.9% |
| All | +8,091.0% | +463.7% | +7,627.4% | +4,137.5% |
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