+145.0%
WFC vs CRS
+1,392.1%
-1,247.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.3% |
| 7D | +0.4% | -6.8% | +7.1% | +2.7% |
| 30D | +1.5% | -16.1% | +17.7% | +7.5% |
| 3M | +10.2% | -21.2% | +31.4% | +18.4% |
| 6M | +18.8% | +8.7% | +10.1% | +13.3% |
| YTD | -1.5% | +41.0% | -42.5% | -14.9% |
| 1Y | +13.5% | +82.7% | -69.1% | -11.9% |
| 3Y | +135.0% | +604.8% | -469.8% | +4.9% |
| 5Y | +130.1% | +1,384.7% | -1,254.6% | -28.3% |
| All | +145.0% | +1,392.1% | -1,247.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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