+92.7%
WFC vs CAG
-39.8%
+132.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.9% | +6.6% | -5.8% | -0.2% |
| 30D | +3.3% | +13.9% | -10.7% | +1.1% |
| 3M | -1.4% | +4.0% | -5.5% | -2.3% |
| 6M | +14.7% | +10.0% | +4.7% | +12.4% |
| YTD | -5.9% | -6.1% | +0.2% | -6.0% |
| 1Y | +1.8% | -4.3% | +6.2% | +1.3% |
| 3Y | +124.9% | -34.6% | +159.5% | +136.1% |
| 5Y | +92.7% | -39.4% | +132.2% | +101.6% |
| All | +92.7% | -39.8% | +132.5% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling