+118.2%
WFC vs CP
+255.2%
-137.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.9% | +2.8% | -1.9% | -0.7% |
| 30D | +3.3% | +11.0% | -7.8% | -2.8% |
| 3M | -1.4% | +3.8% | -5.3% | -3.9% |
| 6M | +14.7% | +9.5% | +5.2% | +8.0% |
| YTD | -5.9% | +28.2% | -34.1% | -20.0% |
| 1Y | +1.8% | +33.0% | -31.1% | -15.3% |
| 3Y | +124.9% | +35.5% | +89.4% | +78.9% |
| 5Y | +92.7% | +25.8% | +67.0% | +57.0% |
| 10Y | +118.2% | +250.7% | -132.5% | -3.2% |
| All | +118.2% | +255.2% | -137.0% | -3.2% |
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