+86.8%
WFC vs CL
+39.7%
+47.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.1% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | +5.2% | +11.4% | -6.1% | +3.5% |
| 3M | -3.0% | +4.4% | -7.5% | -3.7% |
| 6M | +6.2% | +10.8% | -4.6% | +4.3% |
| YTD | -7.9% | +25.1% | -33.0% | -11.8% |
| 1Y | +0.3% | +28.0% | -27.7% | -4.4% |
| 3Y | +117.7% | +37.6% | +80.1% | +91.0% |
| All | +86.8% | +39.7% | +47.1% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling