+212.0%
WFC vs CNH
+64.7%
+147.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.2% | -0.7% |
| 7D | +3.8% | +23.3% | -19.5% | -4.7% |
| 30D | +1.5% | +33.5% | -32.0% | -10.2% |
| 3M | +10.9% | +32.7% | -21.9% | -2.5% |
| 6M | +8.4% | +22.2% | -13.7% | -2.3% |
| YTD | -1.9% | +57.7% | -59.6% | -21.1% |
| 1Y | +12.3% | +28.0% | -15.6% | -1.8% |
| 3Y | +132.3% | +11.5% | +120.8% | +107.1% |
| 5Y | +130.1% | +11.9% | +118.2% | +98.8% |
| 10Y | +134.4% | +162.8% | -28.4% | +39.0% |
| All | +212.0% | +64.7% | +147.4% | +93.7% |
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