+8,627.7%
WFC vs CNP
+1,826.3%
+6,801.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | +3.8% | +1.1% | +2.7% | +3.4% |
| 30D | +1.5% | -1.8% | +3.3% | +2.0% |
| 3M | +10.9% | -4.6% | +15.5% | +12.3% |
| 6M | +8.4% | -8.8% | +17.3% | +11.2% |
| YTD | -1.9% | +5.2% | -7.1% | -3.9% |
| 1Y | +12.3% | +8.3% | +4.0% | +9.0% |
| 3Y | +132.3% | +54.9% | +77.4% | +100.0% |
| 5Y | +130.1% | +73.5% | +56.6% | +90.3% |
| 10Y | +134.4% | +139.1% | -4.7% | +72.7% |
| All | +8,627.7% | +1,826.3% | +6,801.4% | +2,430.9% |
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 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