+126.7%
WFC vs CG
+9.5%
+117.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.4% |
| 7D | +1.1% | -1.3% | +2.3% | +1.6% |
| 30D | +0.8% | -3.2% | +4.0% | +1.8% |
| 3M | +9.3% | +6.2% | +3.1% | +5.8% |
| 6M | +10.6% | -4.7% | +15.3% | +11.2% |
| YTD | -4.1% | -20.6% | +16.6% | +3.6% |
| 1Y | +13.6% | -26.4% | +39.9% | +26.0% |
| 3Y | +130.7% | +55.4% | +75.4% | +82.4% |
| 5Y | +126.7% | +9.8% | +116.9% | +93.5% |
| All | +126.7% | +9.5% | +117.2% | +93.5% |
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