+122.9%
WFC vs CGNX
-25.4%
+148.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.1% |
| 7D | +0.4% | +3.2% | -2.8% | -0.3% |
| 30D | +1.5% | +6.0% | -4.5% | +0.2% |
| 3M | +10.2% | +3.5% | +6.7% | +8.6% |
| 6M | +18.8% | +26.3% | -7.5% | +11.7% |
| YTD | -1.5% | +79.2% | -80.8% | -16.3% |
| 1Y | +13.5% | +43.8% | -30.2% | +1.3% |
| 3Y | +135.0% | +52.0% | +83.0% | +97.4% |
| All | +122.9% | -25.4% | +148.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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