+127.9%
WFC vs CRS
+1,358.7%
-1,230.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +0.3% | -4.1% | +4.4% | +1.3% |
| 30D | +2.3% | -16.6% | +18.9% | +6.7% |
| 3M | +9.8% | -14.3% | +24.0% | +13.1% |
| 6M | +15.6% | +11.6% | +4.0% | +11.0% |
| YTD | -2.4% | +42.6% | -45.0% | -12.4% |
| 1Y | +13.8% | +81.8% | -68.0% | -5.0% |
| 3Y | +134.6% | +632.1% | -497.4% | +31.2% |
| 5Y | +127.9% | +1,401.6% | -1,273.7% | +0.5% |
| All | +127.9% | +1,358.7% | -1,230.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling