+192.9%
WFC vs CNH
+32.2%
+160.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.5% |
| 7D | +1.2% | -1.7% | +2.9% | +1.9% |
| 30D | +5.2% | -7.2% | +12.4% | +7.8% |
| 3M | -3.0% | +6.5% | -9.6% | -7.0% |
| 6M | +6.2% | +7.9% | -1.7% | +0.1% |
| YTD | -7.9% | +26.6% | -34.5% | -19.9% |
| 1Y | +0.3% | +13.8% | -13.5% | -9.1% |
| 3Y | +117.7% | +9.2% | +108.5% | +92.5% |
| 5Y | +88.4% | -15.6% | +103.9% | +81.2% |
| 10Y | +147.3% | +119.2% | +28.1% | +57.4% |
| All | +192.9% | +32.2% | +160.7% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling