+118.2%
WFC vs CG
+308.6%
-190.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.9% |
| 7D | +0.9% | +2.0% | -1.1% | -0.1% |
| 30D | +3.3% | +8.5% | -5.3% | -0.7% |
| 3M | -1.4% | -12.1% | +10.7% | +3.5% |
| 6M | +14.7% | -16.4% | +31.1% | +22.5% |
| YTD | -5.9% | -28.0% | +22.1% | +6.1% |
| 1Y | +1.8% | -18.9% | +20.7% | +8.7% |
| 3Y | +124.9% | +51.2% | +73.7% | +74.0% |
| 5Y | +92.7% | -15.9% | +108.6% | +85.9% |
| 10Y | +118.2% | +305.9% | -187.7% | +9.9% |
| All | +118.2% | +308.6% | -190.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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