+13.5%
WFC vs CTVA
+18.2%
-4.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.4% | -4.5% | +4.9% | +0.5% |
| 30D | +1.5% | +11.3% | -9.8% | +1.4% |
| 3M | +10.2% | +12.3% | -2.1% | +8.7% |
| 6M | +18.8% | +7.2% | +11.6% | +17.3% |
| YTD | -1.5% | +26.0% | -27.5% | -6.5% |
| 1Y | +13.5% | +16.0% | -2.5% | +9.6% |
| All | +13.5% | +18.2% | -4.7% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling