+8,268.7%
WFC vs CNP
+1,902.6%
+6,366.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | 0.0% |
| 7D | +0.9% | -3.0% | +3.9% | +1.8% |
| 30D | +3.3% | +6.8% | -3.6% | +1.1% |
| 3M | -1.4% | +3.6% | -5.1% | -2.7% |
| 6M | +14.7% | 0.0% | +14.7% | +14.3% |
| YTD | -5.9% | +9.4% | -15.3% | -9.0% |
| 1Y | +1.8% | +6.8% | -5.0% | -0.9% |
| 3Y | +124.9% | +64.2% | +60.7% | +90.0% |
| 5Y | +92.7% | +76.0% | +16.7% | +58.8% |
| 10Y | +118.2% | +143.3% | -25.1% | +59.8% |
| All | +8,268.7% | +1,902.6% | +6,366.1% | +2,295.3% |
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