+8,091.0%
WFC vs CL
+5,337.0%
+2,754.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.5% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | +5.2% | +11.4% | -6.1% | +0.3% |
| 3M | -3.0% | +4.4% | -7.5% | -5.1% |
| 6M | +6.2% | +10.8% | -4.6% | +0.9% |
| YTD | -7.9% | +25.1% | -33.0% | -17.7% |
| 1Y | +0.3% | +28.0% | -27.7% | -11.4% |
| 3Y | +117.7% | +37.6% | +80.1% | +81.1% |
| 5Y | +88.4% | +39.7% | +48.7% | +54.2% |
| 10Y | +147.3% | +75.8% | +71.5% | +78.1% |
| All | +8,091.0% | +5,337.0% | +2,754.1% | +1,194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling