+12.3%
WFC vs CCL
-23.9%
+36.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +3.8% | -5.0% | +8.8% | +4.8% |
| 30D | +1.5% | -20.3% | +21.8% | +6.1% |
| 3M | +10.9% | -15.1% | +26.0% | +14.0% |
| 6M | +8.4% | -15.1% | +23.5% | +10.5% |
| YTD | -1.9% | -21.8% | +19.9% | +1.6% |
| 1Y | +12.3% | -24.8% | +37.1% | +16.1% |
| All | +12.3% | -23.9% | +36.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling