+8,242.3%
WFC vs CNP
+1,881.7%
+6,360.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +0.1% | -4.3% | +4.4% | +1.4% |
| 30D | +2.9% | +5.7% | -2.8% | +1.1% |
| 3M | -1.4% | +0.9% | -2.4% | -1.9% |
| 6M | +14.3% | -1.1% | +15.4% | +14.3% |
| YTD | -6.2% | +8.3% | -14.5% | -9.0% |
| 1Y | +1.6% | +5.9% | -4.3% | -0.9% |
| 3Y | +126.9% | +64.6% | +62.3% | +91.5% |
| 5Y | +94.0% | +74.6% | +19.4% | +60.2% |
| 10Y | +134.0% | +139.8% | -5.8% | +72.1% |
| All | +8,242.3% | +1,881.7% | +6,360.6% | +2,295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling