+132.1%
WFC vs CFG
+313.6%
-181.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | +1.1% | +2.7% | -1.6% | -0.7% |
| 30D | +0.8% | -3.7% | +4.5% | +3.3% |
| 3M | +9.3% | +9.5% | -0.2% | +2.7% |
| 6M | +10.6% | +22.2% | -11.6% | -3.4% |
| YTD | -4.1% | +22.3% | -26.4% | -16.5% |
| 1Y | +13.6% | +39.4% | -25.9% | -9.6% |
| 3Y | +130.7% | +188.5% | -57.8% | +11.3% |
| 5Y | +126.7% | +101.5% | +25.2% | +35.1% |
| 10Y | +132.1% | +308.6% | -176.5% | -21.9% |
| All | +132.1% | +313.6% | -181.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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