+713.0%
WFC vs CNC
+5,330.7%
-4,617.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.4% | -1.4% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +0.8% | -1.8% | +2.6% | +1.2% |
| 3M | +9.3% | -0.7% | +10.0% | +9.1% |
| 6M | +10.6% | +47.9% | -37.3% | -0.1% |
| YTD | -4.1% | +56.9% | -61.0% | -15.0% |
| 1Y | +13.6% | +123.9% | -110.4% | -8.2% |
| 3Y | +130.7% | -1.3% | +132.0% | +112.7% |
| 5Y | +126.7% | +2.8% | +124.0% | +103.8% |
| 10Y | +132.1% | +90.9% | +41.3% | +72.3% |
| All | +713.0% | +5,330.7% | -4,617.7% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling