+142.9%
WFC vs CSGP
+63.3%
+79.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.9% |
| 7D | +1.2% | +1.3% | 0.0% | +0.9% |
| 30D | +5.2% | +10.7% | -5.5% | +1.2% |
| 3M | -3.0% | +3.3% | -6.3% | -5.3% |
| 6M | +6.2% | -10.3% | +16.5% | +7.4% |
| YTD | -7.9% | -54.6% | +46.7% | +13.0% |
| 1Y | +0.3% | -54.6% | +54.9% | +22.8% |
| 3Y | +117.7% | -60.3% | +178.1% | +171.5% |
| 5Y | +88.4% | -63.3% | +151.7% | +133.7% |
| All | +142.9% | +63.3% | +79.6% | +115.6% |
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