+8,042.8%
WFC vs CL
+5,337.0%
+2,705.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +4.6% | +11.4% | -6.8% | -0.3% |
| 3M | -3.6% | +4.4% | -8.0% | -5.7% |
| 6M | +5.6% | +10.8% | -5.2% | +0.3% |
| YTD | -8.5% | +25.1% | -33.6% | -18.2% |
| 1Y | -0.3% | +28.0% | -28.3% | -11.9% |
| 3Y | +116.4% | +37.6% | +78.8% | +80.0% |
| 5Y | +87.2% | +39.7% | +47.5% | +53.3% |
| 10Y | +145.8% | +75.8% | +70.0% | +77.0% |
| All | +8,042.8% | +5,337.0% | +2,705.8% | +1,187.2% |
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 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