+132.1%
WFC vs CL
+51.8%
+80.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.1% | -1.4% | +2.4% | +1.5% |
| 30D | +0.8% | -5.2% | +6.0% | +2.6% |
| 3M | +9.3% | +3.3% | +6.0% | +7.8% |
| 6M | +10.6% | -4.4% | +15.0% | +11.9% |
| YTD | -4.1% | +13.9% | -18.0% | -9.4% |
| 1Y | +13.6% | +7.6% | +5.9% | +9.3% |
| 3Y | +130.7% | +29.6% | +101.2% | +97.4% |
| 5Y | +126.7% | +28.1% | +98.7% | +93.0% |
| 10Y | +132.1% | +53.4% | +78.8% | +80.3% |
| All | +132.1% | +51.8% | +80.3% | +80.3% |
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