+112.4%
WFC vs CRS
+790.4%
-678.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.2% |
| 7D | +2.5% | +4.8% | -2.3% | +0.8% |
| 30D | +7.0% | -23.2% | +30.2% | +15.1% |
| 3M | -1.8% | -45.5% | +43.7% | +18.4% |
| 6M | +18.4% | -33.1% | +51.5% | +31.6% |
| YTD | -5.6% | -7.2% | +1.6% | -7.8% |
| 1Y | +3.9% | -10.0% | +13.9% | +2.4% |
| 3Y | +126.3% | +332.3% | -206.0% | +16.8% |
| 5Y | +91.1% | +801.9% | -710.7% | -31.3% |
| All | +112.4% | +790.4% | -678.0% | -36.1% |
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