+137.0%
WFC vs CSGP
+45.2%
+91.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.6% |
| 7D | +3.8% | -4.1% | +7.8% | +5.0% |
| 30D | +1.5% | +2.3% | -0.8% | +0.4% |
| 3M | +10.9% | -8.2% | +19.0% | +12.6% |
| 6M | +8.4% | -35.1% | +43.5% | +21.6% |
| YTD | -1.9% | -54.0% | +52.2% | +21.0% |
| 1Y | +12.3% | -65.3% | +77.7% | +51.3% |
| 3Y | +132.3% | -62.6% | +194.9% | +197.7% |
| 5Y | +130.1% | -64.8% | +194.9% | +191.4% |
| All | +137.0% | +45.2% | +91.8% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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