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  • WFC vs CRS✓SelectedUSD · CRSWFC vs CRS performance historyLatest closeAs of+0.94%09/11
Stock and ETF performance explorer

WFC vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,658.7%
CRS return
+9,476.5%
Excess return
-817.8%
Maximum drawdown
-79.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+0.9%-1.1%+2.1%+1.3%
7D+0.4%-6.8%+7.1%+2.6%
30D+1.5%-16.1%+17.7%+7.1%
3M+10.2%-21.2%+31.4%+17.9%
6M+18.8%+8.7%+10.1%+13.8%
YTD-1.5%+41.0%-42.5%-13.9%
1Y+13.5%+82.7%-69.1%-9.9%
3Y+135.0%+604.8%-469.8%+14.6%
5Y+130.1%+1,384.7%-1,254.6%-16.6%
10Y+144.1%+1,362.3%-1,218.3%-20.6%
All+8,658.7%+9,476.5%-817.8%+1,485.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling