+127.9%
WFC vs CPAY
+53.2%
+74.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +0.3% | -2.7% | +3.0% | +1.4% |
| 30D | +2.3% | +0.6% | +1.7% | +1.9% |
| 3M | +9.8% | +17.0% | -7.3% | +2.4% |
| 6M | +15.6% | +24.1% | -8.6% | +4.1% |
| YTD | -2.4% | +35.7% | -38.2% | -16.5% |
| 1Y | +13.8% | +34.0% | -20.2% | -2.6% |
| 3Y | +134.6% | +50.3% | +84.4% | +86.3% |
| 5Y | +127.9% | +56.7% | +71.3% | +68.2% |
| All | +127.9% | +53.2% | +74.7% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling