+90.4%
WFC vs CG
-21.6%
+112.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.3% |
| YTD | -7.9% | -31.4% | +23.5% | +5.3% |
| 1Y | +0.3% | -22.3% | +22.5% | +8.5% |
| 3Y | +117.7% | +50.2% | +67.6% | +73.8% |
| All | +90.4% | -21.6% | +112.0% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling