+130.7%
WFC vs CAG
-36.6%
+167.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | +1.1% | -5.3% | +6.3% | +1.3% |
| 30D | +0.8% | +1.0% | -0.2% | +0.8% |
| 3M | +9.3% | +17.4% | -8.1% | +8.3% |
| 6M | +10.6% | -16.8% | +27.4% | +10.8% |
| YTD | -4.1% | -6.8% | +2.7% | -4.6% |
| 1Y | +13.6% | -15.4% | +28.9% | +13.6% |
| 3Y | +130.7% | -37.1% | +167.8% | +128.7% |
| All | +130.7% | -36.6% | +167.4% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling