+94.0%
WFC vs CSGP
-62.4%
+156.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | +2.9% | +5.3% | -2.4% | +1.1% |
| 3M | -1.4% | +3.3% | -4.7% | -3.2% |
| 6M | +14.3% | -4.7% | +19.0% | +13.9% |
| YTD | -6.2% | -53.5% | +47.3% | +11.2% |
| 1Y | +1.6% | -53.7% | +55.3% | +20.4% |
| 3Y | +126.9% | -59.7% | +186.7% | +173.3% |
| 5Y | +94.0% | -62.5% | +156.4% | +138.5% |
| All | +94.0% | -62.4% | +156.4% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling