+8,268.6%
WFC vs CP
+7,941.4%
+327.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | +6.8% | +10.3% | -3.5% | +2.0% |
| 3M | -3.0% | +2.3% | -5.3% | -4.3% |
| 6M | +15.4% | +10.7% | +4.7% | +9.4% |
| YTD | -5.9% | +29.3% | -35.2% | -17.6% |
| 1Y | +1.7% | +31.5% | -29.8% | -11.6% |
| 3Y | +124.9% | +36.7% | +88.2% | +88.5% |
| 5Y | +90.5% | +26.8% | +63.7% | +63.6% |
| 10Y | +117.8% | +260.1% | -142.3% | +15.2% |
| All | +8,268.6% | +7,941.4% | +327.3% | +1,225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling