+90.6%
WFC vs CL
+41.6%
+48.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +3.6% | +9.5% | -5.9% | +2.1% |
| 3M | -1.3% | +6.8% | -8.1% | -2.3% |
| 6M | +18.0% | +14.3% | +3.7% | +15.3% |
| YTD | -5.9% | +27.0% | -32.9% | -10.0% |
| 1Y | +1.8% | +26.3% | -24.5% | -2.7% |
| 3Y | +125.0% | +39.3% | +85.7% | +97.1% |
| All | +90.6% | +41.6% | +48.9% | +60.2% |
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