+78.1%
WFC vs CEG
+717.5%
-639.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | +1.1% | +6.7% | -5.6% | +0.2% |
| 30D | +0.8% | +11.0% | -10.2% | -0.7% |
| 3M | +9.3% | +19.5% | -10.2% | +6.4% |
| 6M | +10.6% | -5.9% | +16.5% | +10.8% |
| YTD | -4.1% | -15.0% | +10.9% | -2.8% |
| 1Y | +13.6% | +0.6% | +12.9% | +11.6% |
| 3Y | +130.7% | +180.6% | -49.9% | +79.1% |
| All | +78.1% | +717.5% | -639.4% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling