+385.7%
WFC vs CMG
+3,820.0%
-3,434.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.5% | +2.5% | 0.0% | +1.7% |
| 30D | +7.0% | +15.6% | -8.6% | +2.2% |
| 3M | -1.8% | +8.2% | -9.9% | -4.8% |
| 6M | +18.4% | +9.9% | +8.5% | +12.9% |
| YTD | -5.6% | -4.6% | -0.9% | -6.4% |
| 1Y | +3.9% | +12.4% | -8.5% | -2.2% |
| 3Y | +126.3% | -18.0% | +144.3% | +126.3% |
| 5Y | +91.1% | -5.3% | +96.4% | +77.3% |
| 10Y | +118.5% | +344.2% | -225.7% | +10.9% |
| All | +385.7% | +3,820.0% | -3,434.3% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling