+116.7%
WFC vs CLBK
+65.5%
+51.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.4% | -1.5% | +1.8% | +1.2% |
| 30D | +1.5% | -1.0% | +2.6% | +2.1% |
| 3M | +10.2% | +22.9% | -12.7% | -3.2% |
| 6M | +18.8% | +44.2% | -25.4% | -5.6% |
| YTD | -1.5% | +64.0% | -65.5% | -28.0% |
| 1Y | +13.5% | +65.7% | -52.1% | -18.2% |
| 3Y | +135.0% | +54.1% | +80.9% | +69.3% |
| 5Y | +130.1% | +44.7% | +85.4% | +53.7% |
| All | +116.7% | +65.5% | +51.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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