+117.8%
WFC vs CSGP
+65.7%
+52.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.1% |
| 7D | +0.9% | -3.2% | +4.0% | +1.7% |
| 30D | +3.3% | +2.2% | +1.0% | +1.7% |
| 3M | -1.4% | -3.7% | +2.2% | -1.8% |
| 6M | +14.7% | -7.4% | +22.2% | +14.8% |
| YTD | -5.9% | -54.9% | +49.0% | +15.7% |
| 1Y | +1.8% | -54.9% | +56.7% | +25.0% |
| 3Y | +124.9% | -61.9% | +186.8% | +184.4% |
| 5Y | +92.7% | -63.1% | +155.9% | +138.6% |
| All | +117.8% | +65.7% | +52.1% | +87.5% |
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