+8,242.3%
WFC vs CP
+7,892.9%
+349.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.9% |
| 7D | +0.1% | +2.8% | -2.7% | -1.1% |
| 30D | +2.9% | +11.3% | -8.4% | -2.2% |
| 3M | -1.4% | +2.9% | -4.3% | -3.0% |
| 6M | +14.3% | +9.8% | +4.6% | +8.8% |
| YTD | -6.2% | +28.5% | -34.7% | -17.6% |
| 1Y | +1.6% | +33.5% | -31.9% | -12.3% |
| 3Y | +126.9% | +31.9% | +95.0% | +93.3% |
| 5Y | +94.0% | +25.5% | +68.5% | +67.4% |
| 10Y | +134.0% | +257.6% | -123.5% | +24.3% |
| All | +8,242.3% | +7,892.9% | +349.4% | +1,225.5% |
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