+118.2%
WFC vs CL
+78.1%
+40.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +0.9% | +2.6% | -1.7% | 0.0% |
| 30D | +3.3% | +11.8% | -8.5% | -0.8% |
| 3M | -1.4% | +5.9% | -7.3% | -3.5% |
| 6M | +14.7% | +13.3% | +1.4% | +9.2% |
| YTD | -5.9% | +27.1% | -33.0% | -14.8% |
| 1Y | +1.8% | +28.0% | -26.2% | -8.1% |
| 3Y | +124.9% | +39.4% | +85.5% | +87.3% |
| 5Y | +92.7% | +40.8% | +52.0% | +57.9% |
| 10Y | +118.2% | +84.9% | +33.4% | +61.4% |
| All | +118.2% | +78.1% | +40.1% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling