+117.7%
WFC vs CP
+26.5%
+91.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +1.2% | +2.8% | -1.5% | +0.3% |
| 30D | +5.2% | +10.2% | -5.0% | +1.8% |
| 3M | -3.0% | +2.4% | -5.4% | -4.0% |
| 6M | +6.2% | +7.7% | -1.5% | +3.0% |
| YTD | -7.9% | +26.0% | -33.9% | -16.2% |
| 1Y | +0.3% | +34.6% | -34.4% | -11.1% |
| 3Y | +117.7% | +26.7% | +91.1% | +94.3% |
| All | +117.7% | +26.5% | +91.2% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling