+71.0%
WFC vs CEG
+583.3%
-512.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.0% |
| 7D | +1.2% | -4.7% | +6.0% | +1.8% |
| 30D | +5.2% | -16.6% | +21.8% | +7.5% |
| 3M | -3.0% | -4.1% | +1.1% | -3.0% |
| 6M | +6.2% | -22.3% | +28.5% | +9.1% |
| YTD | -7.9% | -28.9% | +21.0% | -4.8% |
| 1Y | +0.3% | -28.5% | +28.7% | +3.3% |
| 3Y | +117.7% | +104.3% | +13.4% | +77.9% |
| All | +71.0% | +583.3% | -512.3% | +24.1% |
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