+94.0%
WFC vs CCL
+28.4%
+65.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.8% |
| 7D | +0.1% | +3.1% | -2.9% | -0.7% |
| 30D | +2.9% | +17.5% | -14.6% | -1.3% |
| 3M | -1.4% | +6.8% | -8.3% | -3.5% |
| 6M | +14.3% | +18.7% | -4.4% | +8.3% |
| YTD | -6.2% | +3.0% | -9.2% | -8.9% |
| 1Y | +1.6% | +17.7% | -16.1% | -5.0% |
| 3Y | +126.9% | +155.6% | -28.7% | +70.3% |
| 5Y | +94.0% | +30.2% | +63.8% | +69.1% |
| All | +94.0% | +28.4% | +65.5% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling