+862.8%
WFC vs CSGP
+3,520.0%
-2,657.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.3% |
| 7D | +4.5% | +18.3% | -13.8% | +0.5% |
| 30D | +7.4% | +17.8% | -10.4% | +2.7% |
| 3M | -0.5% | +9.3% | -9.8% | -3.5% |
| 6M | +11.7% | -7.9% | +19.6% | +12.0% |
| YTD | -4.6% | -51.5% | +46.9% | +9.6% |
| 1Y | +2.5% | -53.3% | +55.8% | +18.7% |
| 3Y | +123.9% | -57.9% | +181.8% | +161.7% |
| 5Y | +94.3% | -61.3% | +155.6% | +127.0% |
| 10Y | +156.0% | +77.5% | +78.5% | +109.8% |
| All | +862.8% | +3,520.0% | -2,657.2% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling