+125.7%
WFC vs CFG
+347.0%
-221.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | +1.2% | -0.9% | +2.1% | +1.9% |
| 30D | +5.2% | +1.1% | +4.1% | +4.5% |
| 3M | -3.0% | -12.0% | +8.9% | +5.3% |
| 6M | +6.2% | -2.2% | +8.4% | +7.5% |
| YTD | -7.9% | +11.4% | -19.3% | -14.6% |
| 1Y | +0.3% | +27.8% | -27.6% | -15.1% |
| 3Y | +117.7% | +173.3% | -55.6% | +11.0% |
| 5Y | +88.4% | +62.4% | +25.9% | +31.0% |
| 10Y | +147.3% | +249.6% | -102.3% | -0.5% |
| All | +125.7% | +347.0% | -221.3% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling