+81.6%
WFC vs CEG
+703.5%
-621.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.2% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +2.5% | +8.8% | -6.4% | +1.2% |
| 3M | +10.0% | +17.0% | -7.0% | +7.4% |
| 6M | +15.1% | -8.7% | +23.8% | +15.7% |
| YTD | -2.2% | -16.4% | +14.2% | -0.7% |
| 1Y | +13.5% | -1.8% | +15.2% | +11.9% |
| 3Y | +135.2% | +175.8% | -40.6% | +82.9% |
| All | +81.6% | +703.5% | -621.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling