+8,242.3%
WFC vs CCL
+1,103.2%
+7,139.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.4% |
| 7D | +0.1% | +3.1% | -2.9% | -1.0% |
| 30D | +2.9% | +17.5% | -14.6% | -3.0% |
| 3M | -1.4% | +6.8% | -8.3% | -4.6% |
| 6M | +14.3% | +18.7% | -4.4% | +5.7% |
| YTD | -6.2% | +3.0% | -9.2% | -10.4% |
| 1Y | +1.6% | +17.7% | -16.1% | -7.9% |
| 3Y | +126.9% | +155.6% | -28.7% | +48.1% |
| 5Y | +94.0% | +30.2% | +63.8% | +41.6% |
| 10Y | +134.0% | -28.5% | +162.5% | +66.4% |
| All | +8,242.3% | +1,103.2% | +7,139.1% | +2,366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling