+134.7%
WFC vs CTVA
+210.9%
-76.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.3% | -4.7% | +5.0% | +2.6% |
| 30D | +2.3% | +11.1% | -8.8% | -2.9% |
| 3M | +9.8% | +13.7% | -4.0% | +1.7% |
| 6M | +15.6% | +11.2% | +4.3% | +7.6% |
| YTD | -2.4% | +26.9% | -29.3% | -15.6% |
| 1Y | +13.8% | +18.8% | -5.0% | +1.3% |
| 3Y | +134.6% | +75.9% | +58.7% | +63.7% |
| 5Y | +127.9% | +105.2% | +22.7% | +40.6% |
| All | +134.7% | +210.9% | -76.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling