+118.2%
WFC vs CPB
-40.9%
+159.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.9% | +2.9% | -2.0% | +0.5% |
| 30D | +3.3% | +17.6% | -14.3% | +1.2% |
| 3M | -1.4% | +2.0% | -3.5% | -1.9% |
| 6M | +14.7% | +11.6% | +3.1% | +12.7% |
| YTD | -5.9% | -13.8% | +7.8% | -4.7% |
| 1Y | +1.8% | -21.6% | +23.4% | +4.4% |
| 3Y | +124.9% | -35.8% | +160.7% | +134.6% |
| 5Y | +92.7% | -33.3% | +126.0% | +98.6% |
| 10Y | +118.2% | -39.4% | +157.7% | +125.0% |
| All | +118.2% | -40.9% | +159.1% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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