+142.7%
WFC vs CMG
+326.7%
-184.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.3% | -3.8% | +4.1% | +1.1% |
| 30D | +2.3% | +12.9% | -10.6% | -0.4% |
| 3M | +9.8% | +18.8% | -9.0% | +5.0% |
| 6M | +15.6% | +4.1% | +11.5% | +13.5% |
| YTD | -2.4% | -2.4% | -0.1% | -3.0% |
| 1Y | +13.8% | -6.7% | +20.5% | +13.5% |
| 3Y | +134.6% | -7.1% | +141.8% | +129.8% |
| 5Y | +127.9% | -5.0% | +132.9% | +116.4% |
| All | +142.7% | +326.7% | -184.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling