+86.8%
WFC vs CP
+24.4%
+62.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +1.2% | +2.8% | -1.5% | 0.0% |
| 30D | +5.2% | +10.2% | -5.0% | +0.7% |
| 3M | -3.0% | +2.4% | -5.4% | -4.3% |
| 6M | +6.2% | +7.7% | -1.5% | +2.1% |
| YTD | -7.9% | +26.0% | -33.9% | -18.3% |
| 1Y | +0.3% | +34.6% | -34.4% | -13.9% |
| 3Y | +117.7% | +26.7% | +91.1% | +87.2% |
| All | +86.8% | +24.4% | +62.4% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling