+112.4%
WFC vs CP
+257.3%
-144.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +2.5% | +2.1% | +0.4% | +1.3% |
| 30D | +7.0% | +9.3% | -2.3% | +1.6% |
| 3M | -1.8% | +0.5% | -2.2% | -2.4% |
| 6M | +18.4% | +10.4% | +8.0% | +10.9% |
| YTD | -5.6% | +28.7% | -34.3% | -19.9% |
| 1Y | +3.9% | +33.2% | -29.3% | -13.7% |
| 3Y | +126.3% | +38.4% | +87.9% | +77.6% |
| 5Y | +91.1% | +26.2% | +64.9% | +55.3% |
| All | +112.4% | +257.3% | -144.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling