+145.0%
WFC vs CNC
+99.9%
+45.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +1.5% | -1.0% | +2.5% | +1.7% |
| 3M | +10.2% | +4.5% | +5.7% | +9.0% |
| 6M | +18.8% | +85.2% | -66.4% | +4.0% |
| YTD | -1.5% | +61.4% | -62.9% | -12.1% |
| 1Y | +13.5% | +94.9% | -81.3% | -3.4% |
| 3Y | +135.0% | 0.0% | +135.0% | +119.3% |
| 5Y | +130.1% | +11.2% | +118.9% | +103.2% |
| All | +145.0% | +99.9% | +45.1% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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