+8,627.7%
WFC vs CPB
+325.7%
+8,302.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.9% |
| 7D | +3.8% | -8.6% | +12.4% | +6.5% |
| 30D | +1.5% | -7.2% | +8.7% | +3.6% |
| 3M | +10.9% | +0.9% | +10.0% | +9.8% |
| 6M | +8.4% | -11.8% | +20.2% | +11.6% |
| YTD | -1.9% | -19.4% | +17.5% | +3.4% |
| 1Y | +12.3% | -30.4% | +42.7% | +23.3% |
| 3Y | +132.3% | -40.2% | +172.5% | +161.6% |
| 5Y | +130.1% | -39.5% | +169.6% | +154.0% |
| 10Y | +134.4% | -47.4% | +181.8% | +155.5% |
| All | +8,627.7% | +325.7% | +8,302.0% | +3,601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling