+164.0%
WFC vs CPNG
-76.2%
+240.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | +0.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +1.5% | -7.4% | +8.9% | +2.4% |
| 3M | +10.2% | -12.3% | +22.6% | +11.6% |
| 6M | +18.8% | -19.4% | +38.2% | +20.8% |
| YTD | -1.5% | -35.9% | +34.4% | +2.6% |
| 1Y | +13.5% | -53.4% | +67.0% | +22.6% |
| 3Y | +135.0% | -20.0% | +155.0% | +134.5% |
| 5Y | +130.1% | -49.6% | +179.6% | +120.1% |
| All | +164.0% | -76.2% | +240.2% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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