+129.3%
WFC vs CP
+32.0%
+97.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +3.8% | -2.7% | +6.5% | +5.0% |
| 30D | +1.5% | +0.2% | +1.3% | +1.2% |
| 3M | +10.9% | +2.6% | +8.3% | +9.2% |
| 6M | +8.4% | +6.0% | +2.5% | +4.9% |
| YTD | -1.9% | +24.9% | -26.8% | -12.5% |
| 1Y | +12.3% | +20.1% | -7.8% | +1.9% |
| 3Y | +132.3% | +16.4% | +115.9% | +109.6% |
| All | +129.3% | +32.0% | +97.3% | +89.6% |
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