+8,577.3%
WFC vs CGNX
+12,360.6%
-3,783.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +0.3% | +1.5% | -1.2% | 0.0% |
| 30D | +2.3% | -1.8% | +4.1% | +2.4% |
| 3M | +9.8% | +5.3% | +4.5% | +8.0% |
| 6M | +15.6% | +22.3% | -6.7% | +10.1% |
| YTD | -2.4% | +72.2% | -74.6% | -14.2% |
| 1Y | +13.8% | +39.8% | -26.0% | +3.5% |
| 3Y | +134.6% | +44.8% | +89.8% | +107.5% |
| 5Y | +127.9% | -27.0% | +155.0% | +124.0% |
| 10Y | +141.8% | +177.7% | -35.9% | +83.2% |
| All | +8,577.3% | +12,360.6% | -3,783.3% | +3,231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling