+132.1%
WFC vs CNH
+152.9%
-20.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.3% | +0.2% |
| 7D | +1.1% | +8.8% | -7.7% | -2.8% |
| 30D | +0.8% | +24.7% | -23.8% | -9.3% |
| 3M | +9.3% | +27.3% | -18.1% | -3.5% |
| 6M | +10.6% | +23.2% | -12.5% | -1.9% |
| YTD | -4.1% | +48.9% | -53.0% | -22.9% |
| 1Y | +13.6% | +19.4% | -5.8% | +0.8% |
| 3Y | +130.7% | +7.8% | +123.0% | +105.4% |
| 5Y | +126.7% | +8.7% | +118.0% | +92.6% |
| 10Y | +132.1% | +149.5% | -17.4% | +17.9% |
| All | +132.1% | +152.9% | -20.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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