+122.8%
WFC vs CG
+42.6%
+80.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.7% |
| 30D | +5.2% | +5.0% | +0.2% | +3.0% |
| 3M | -3.0% | -18.2% | +15.2% | +4.5% |
| 6M | +6.2% | -20.7% | +26.9% | +15.4% |
| YTD | -7.9% | -31.4% | +23.5% | +5.6% |
| 1Y | +0.3% | -22.3% | +22.5% | +8.4% |
| All | +122.8% | +42.6% | +80.2% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling