+13.5%
WFC vs CEG
-1.7%
+15.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.1% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | +2.5% | +8.8% | -6.4% | +1.9% |
| 3M | +10.0% | +17.0% | -7.0% | +8.8% |
| 6M | +15.1% | -8.7% | +23.8% | +15.3% |
| YTD | -2.2% | -16.4% | +14.2% | -1.3% |
| 1Y | +13.5% | -1.8% | +15.2% | +18.5% |
| All | +13.5% | -1.7% | +15.1% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling