+92.7%
WFC vs CTAS
+116.8%
-24.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +3.3% | +11.3% | -8.0% | -1.3% |
| 3M | -1.4% | +11.4% | -12.9% | -5.9% |
| 6M | +14.7% | +35.6% | -20.9% | -0.3% |
| YTD | -5.9% | +20.7% | -26.6% | -14.2% |
| 1Y | +1.8% | +22.8% | -21.0% | -8.0% |
| 3Y | +124.9% | +73.4% | +51.5% | +66.9% |
| 5Y | +92.7% | +117.6% | -24.8% | +18.8% |
| All | +92.7% | +116.8% | -24.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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