+283.5%
WFC vs CG
+295.0%
-11.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | -1.3% | -3.8% | +2.5% | +0.1% |
| 30D | +3.6% | +7.5% | -3.9% | +0.5% |
| 3M | -1.3% | -14.4% | +13.1% | +4.2% |
| 6M | +18.0% | -15.7% | +33.6% | +24.6% |
| YTD | -5.9% | -29.0% | +23.1% | +5.4% |
| 1Y | +1.8% | -22.1% | +23.9% | +9.7% |
| 3Y | +125.0% | +49.1% | +75.9% | +82.7% |
| 5Y | +92.0% | -18.4% | +110.3% | +88.2% |
| 10Y | +117.9% | +295.1% | -177.2% | +25.1% |
| All | +283.5% | +295.0% | -11.5% | +103.2% |
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 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