+130.7%
WFC vs CNP
+54.5%
+76.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.5% |
| 7D | +1.1% | +1.6% | -0.6% | +0.7% |
| 30D | +0.8% | -0.8% | +1.6% | +1.0% |
| 3M | +9.3% | -3.6% | +12.8% | +9.9% |
| 6M | +10.6% | -6.9% | +17.6% | +12.1% |
| YTD | -4.1% | +6.4% | -10.5% | -6.1% |
| 1Y | +13.6% | +9.9% | +3.6% | +10.1% |
| 3Y | +130.7% | +53.1% | +77.6% | +96.9% |
| All | +130.7% | +54.5% | +76.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling