+134.0%
WFC vs CNH
+134.0%
+0.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | -2.8% |
| 7D | +0.1% | +8.6% | -8.4% | -3.6% |
| 30D | +2.9% | +12.6% | -9.6% | -2.7% |
| 3M | -1.4% | +17.5% | -18.9% | -9.9% |
| 6M | +14.3% | +18.1% | -3.8% | +2.8% |
| YTD | -6.2% | +40.4% | -46.6% | -23.4% |
| 1Y | +1.6% | +34.0% | -32.4% | -15.5% |
| 3Y | +126.9% | +35.3% | +91.6% | +77.8% |
| 5Y | +94.0% | -5.1% | +99.0% | +74.7% |
| 10Y | +134.0% | +124.0% | +10.0% | +29.7% |
| All | +134.0% | +134.0% | +0.1% | +29.7% |
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