+133.3%
WFC vs CRS
+636.8%
-503.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | +0.4% | -0.5% | +1.0% | +0.6% |
| 30D | +2.5% | -18.1% | +20.6% | +6.6% |
| 3M | +10.0% | -12.4% | +22.4% | +12.4% |
| 6M | +15.1% | +15.9% | -0.9% | +10.2% |
| YTD | -2.2% | +45.8% | -48.0% | -11.1% |
| 1Y | +13.5% | +87.8% | -74.3% | -3.5% |
| All | +133.3% | +636.8% | -503.4% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling