+134.0%
WFC vs CL
+76.2%
+57.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +2.9% | +11.6% | -8.7% | -0.9% |
| 3M | -1.4% | +5.6% | -7.0% | -3.4% |
| 6M | +14.3% | +13.2% | +1.2% | +9.1% |
| YTD | -6.2% | +26.9% | -33.1% | -14.7% |
| 1Y | +1.6% | +27.3% | -25.7% | -7.9% |
| 3Y | +126.9% | +39.7% | +87.2% | +89.9% |
| 5Y | +94.0% | +41.3% | +52.6% | +59.6% |
| 10Y | +134.0% | +76.3% | +57.8% | +71.8% |
| All | +134.0% | +76.2% | +57.8% | +71.8% |
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