+393.6%
WFC vs CMG
+4,006.7%
-3,613.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.1% | -1.5% | +2.5% | +1.5% |
| 30D | +0.8% | +12.7% | -11.9% | -2.9% |
| 3M | +9.3% | +26.3% | -17.0% | +0.7% |
| 6M | +10.6% | +4.5% | +6.1% | +7.6% |
| YTD | -4.1% | -0.1% | -4.0% | -5.6% |
| 1Y | +13.6% | -6.8% | +20.4% | +12.9% |
| 3Y | +130.7% | -5.0% | +135.7% | +121.4% |
| 5Y | +126.7% | -3.0% | +129.8% | +109.9% |
| 10Y | +132.1% | +323.6% | -191.4% | +20.5% |
| All | +393.6% | +4,006.7% | -3,613.1% | -3.9% |
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