+128.3%
WFC vs CAG
-41.8%
+170.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +0.4% | -6.6% | +7.1% | +1.5% |
| 30D | +2.5% | +2.3% | +0.2% | +2.0% |
| 3M | +10.0% | +16.3% | -6.3% | +7.0% |
| 6M | +15.1% | -16.0% | +31.1% | +17.9% |
| YTD | -2.2% | -7.7% | +5.5% | -1.9% |
| 1Y | +13.5% | -16.0% | +29.5% | +15.8% |
| 3Y | +135.2% | -37.7% | +172.9% | +151.0% |
| 5Y | +128.3% | -41.2% | +169.5% | +139.3% |
| All | +128.3% | -41.8% | +170.1% | +139.3% |
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