+111.8%
WFC vs CAG
-36.8%
+148.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | +3.6% | +9.7% | -6.1% | +1.7% |
| 3M | -1.3% | +0.5% | -1.8% | -1.7% |
| 6M | +18.0% | +8.9% | +9.0% | +15.4% |
| YTD | -5.9% | -8.4% | +2.5% | -5.4% |
| 1Y | +1.8% | -8.3% | +10.1% | +2.3% |
| 3Y | +125.0% | -36.1% | +161.1% | +140.1% |
| 5Y | +92.0% | -40.1% | +132.1% | +107.4% |
| All | +111.8% | -36.8% | +148.6% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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