+299.8%
WFC vs CG
+351.2%
-51.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | +3.8% | -4.3% | +8.1% | +5.5% |
| 30D | +1.5% | -5.1% | +6.6% | +3.2% |
| 3M | +10.9% | +8.7% | +2.2% | +6.6% |
| 6M | +8.4% | -9.2% | +17.7% | +11.2% |
| YTD | -1.9% | -18.9% | +17.0% | +4.7% |
| 1Y | +12.3% | -25.6% | +38.0% | +23.5% |
| 3Y | +132.3% | +57.3% | +75.1% | +85.0% |
| 5Y | +130.1% | +10.2% | +119.9% | +101.1% |
| 10Y | +134.4% | +364.2% | -229.8% | +27.2% |
| All | +299.8% | +351.2% | -51.4% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling