+8,268.7%
WFC vs CAG
+599.7%
+7,669.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.9% | +6.6% | -5.8% | -1.2% |
| 30D | +3.3% | +13.9% | -10.7% | -1.2% |
| 3M | -1.4% | +4.0% | -5.5% | -3.2% |
| 6M | +14.7% | +10.0% | +4.7% | +10.1% |
| YTD | -5.9% | -6.1% | +0.2% | -5.8% |
| 1Y | +1.8% | -4.3% | +6.2% | +1.2% |
| 3Y | +124.9% | -34.6% | +159.5% | +147.2% |
| 5Y | +92.7% | -39.4% | +132.2% | +115.7% |
| 10Y | +118.2% | -34.2% | +152.4% | +122.2% |
| All | +8,268.7% | +599.7% | +7,669.0% | +2,971.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling