+199.3%
WFC vs CNH
+42.8%
+156.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.7% |
| 7D | -1.3% | +6.7% | -7.9% | -4.0% |
| 30D | +3.6% | +7.2% | -3.6% | +0.2% |
| 3M | -1.3% | +17.5% | -18.8% | -9.1% |
| 6M | +18.0% | +15.0% | +3.0% | +8.2% |
| YTD | -5.9% | +36.8% | -42.6% | -20.7% |
| 1Y | +1.8% | +27.6% | -25.9% | -12.0% |
| 3Y | +125.0% | +34.3% | +90.7% | +82.3% |
| 5Y | +92.0% | -12.2% | +104.2% | +81.8% |
| 10Y | +117.9% | +113.9% | +4.0% | +37.4% |
| All | +199.3% | +42.8% | +156.5% | +94.5% |
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