+142.4%
WFC vs CG
+324.5%
-182.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.7% |
| 7D | +0.4% | -6.4% | +6.9% | +3.3% |
| 30D | +2.5% | -7.1% | +9.5% | +5.3% |
| 3M | +10.0% | -1.6% | +11.6% | +9.8% |
| 6M | +15.1% | -8.3% | +23.4% | +17.6% |
| YTD | -2.2% | -23.8% | +21.6% | +8.0% |
| 1Y | +13.5% | -28.7% | +42.2% | +28.3% |
| 3Y | +135.2% | +49.2% | +86.1% | +83.6% |
| 5Y | +128.3% | +5.5% | +122.8% | +97.7% |
| 10Y | +142.4% | +331.2% | -188.8% | +18.9% |
| All | +142.4% | +324.5% | -182.1% | +18.9% |
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