+145.0%
WFC vs CPAY
+155.2%
-10.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.4% | -2.0% | +2.3% | +1.3% |
| 30D | +1.5% | -0.4% | +1.9% | +1.6% |
| 3M | +10.2% | +16.4% | -6.1% | +2.0% |
| 6M | +18.8% | +23.5% | -4.7% | +5.4% |
| YTD | -1.5% | +35.7% | -37.2% | -17.7% |
| 1Y | +13.5% | +30.2% | -16.6% | -3.7% |
| 3Y | +135.0% | +49.7% | +85.2% | +80.5% |
| 5Y | +130.1% | +56.6% | +73.5% | +67.9% |
| All | +145.0% | +155.2% | -10.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling