+8,296.9%
WFC vs CAG
+578.5%
+7,718.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +2.5% | -3.3% | +5.9% | +3.6% |
| 30D | +7.0% | +7.7% | -0.7% | +4.2% |
| 3M | -1.8% | -3.2% | +1.4% | -1.3% |
| 6M | +18.4% | +7.0% | +11.4% | +14.6% |
| YTD | -5.6% | -9.0% | +3.4% | -4.6% |
| 1Y | +3.9% | -9.6% | +13.5% | +5.1% |
| 3Y | +126.3% | -36.0% | +162.3% | +150.4% |
| 5Y | +91.1% | -40.9% | +132.0% | +115.4% |
| 10Y | +118.5% | -37.3% | +155.9% | +126.2% |
| All | +8,296.9% | +578.5% | +7,718.5% | +3,010.9% |
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