+8,242.3%
WFC vs CPB
+361.0%
+7,881.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +0.1% | +3.3% | -3.1% | -0.9% |
| 30D | +2.9% | +19.0% | -16.1% | -2.6% |
| 3M | -1.4% | +0.4% | -1.9% | -2.2% |
| 6M | +14.3% | +13.0% | +1.4% | +8.9% |
| YTD | -6.2% | -12.7% | +6.5% | -4.0% |
| 1Y | +1.6% | -20.9% | +22.5% | +7.1% |
| 3Y | +126.9% | -35.4% | +162.3% | +148.9% |
| 5Y | +94.0% | -32.3% | +126.2% | +105.8% |
| 10Y | +134.0% | -40.5% | +174.6% | +144.2% |
| All | +8,242.3% | +361.0% | +7,881.3% | +3,338.5% |
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