+13.6%
WFC vs CNH
+20.6%
-7.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.3% | -1.4% |
| 7D | +1.1% | +8.8% | -7.7% | -0.2% |
| 30D | +0.8% | +24.7% | -23.8% | -2.4% |
| 3M | +9.3% | +27.3% | -18.1% | +5.2% |
| 6M | +10.6% | +23.2% | -12.5% | +6.6% |
| YTD | -4.1% | +48.9% | -53.0% | -11.9% |
| 1Y | +13.6% | +19.4% | -5.8% | +10.0% |
| All | +13.6% | +20.6% | -7.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling