+8,627.7%
WFC vs CTAS
+23,129.2%
-14,501.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.8% | -1.8% | +5.6% | +4.6% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | +10.9% | +11.7% | -0.8% | +5.2% |
| 6M | +8.4% | +0.7% | +7.7% | +7.2% |
| YTD | -1.9% | +7.4% | -9.3% | -5.8% |
| 1Y | +12.3% | -2.1% | +14.5% | +12.0% |
| 3Y | +132.3% | +62.9% | +69.4% | +84.2% |
| 5Y | +130.1% | +111.9% | +18.2% | +62.0% |
| 10Y | +134.4% | +652.2% | -517.8% | -1.5% |
| All | +8,627.7% | +23,129.2% | -14,501.5% | +1,290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling