+122.8%
WFC vs CEG
+109.6%
+13.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.9% |
| 7D | +1.2% | -4.7% | +6.0% | +1.7% |
| 30D | +5.2% | -16.6% | +21.8% | +7.0% |
| 3M | -3.0% | -4.1% | +1.1% | -3.0% |
| 6M | +6.2% | -22.3% | +28.5% | +8.5% |
| YTD | -7.9% | -28.9% | +21.0% | -5.4% |
| 1Y | +0.3% | -28.5% | +28.7% | +2.7% |
| All | +122.8% | +109.6% | +13.2% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling