+112.4%
WFC vs CG
+278.5%
-166.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +2.5% | +0.2% | +2.3% | +2.3% |
| 30D | +7.0% | +11.2% | -4.2% | +1.8% |
| 3M | -1.8% | -22.1% | +20.3% | +8.8% |
| 6M | +18.4% | -17.9% | +36.3% | +27.2% |
| YTD | -5.6% | -31.3% | +25.7% | +8.6% |
| 1Y | +3.9% | -24.0% | +27.8% | +14.0% |
| 3Y | +126.3% | +45.0% | +81.4% | +78.3% |
| 5Y | +91.1% | -22.6% | +113.8% | +91.4% |
| All | +112.4% | +278.5% | -166.0% | +11.1% |
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