+1,597.5%
WFC vs CNI
+6,494.7%
-4,897.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.4% |
| 7D | +0.4% | +0.9% | -0.4% | -0.1% |
| 30D | +2.5% | -2.1% | +4.6% | +3.6% |
| 3M | +10.0% | +1.8% | +8.2% | +8.3% |
| 6M | +15.1% | +14.8% | +0.3% | +4.5% |
| YTD | -2.2% | +25.4% | -27.6% | -16.5% |
| 1Y | +13.5% | +32.9% | -19.5% | -6.9% |
| 3Y | +135.2% | +20.2% | +115.0% | +101.6% |
| 5Y | +128.3% | +12.2% | +116.2% | +100.8% |
| 10Y | +142.4% | +136.0% | +6.4% | +30.6% |
| All | +1,597.5% | +6,494.7% | -4,897.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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