+126.7%
WFC vs CCL
0.0%
+126.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +0.8% | -20.0% | +20.8% | +6.5% |
| 3M | +9.3% | -13.7% | +22.9% | +12.7% |
| 6M | +10.6% | -9.0% | +19.7% | +11.6% |
| YTD | -4.1% | -22.8% | +18.7% | +0.5% |
| 1Y | +13.6% | -25.3% | +38.9% | +19.3% |
| 3Y | +130.7% | +54.1% | +76.7% | +96.7% |
| 5Y | +126.7% | +3.5% | +123.2% | +99.7% |
| All | +126.7% | 0.0% | +126.7% | +99.7% |
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