+107.7%
WFC vs CLBK
+60.9%
+46.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.7% |
| 7D | +2.5% | +0.9% | +1.6% | +2.0% |
| 30D | +7.0% | +3.4% | +3.6% | +4.8% |
| 3M | -1.8% | -4.3% | +2.5% | +0.6% |
| 6M | +18.4% | +28.4% | -10.0% | +1.0% |
| YTD | -5.6% | +59.4% | -65.0% | -29.9% |
| 1Y | +3.9% | +64.8% | -60.9% | -24.7% |
| 3Y | +126.3% | +50.6% | +75.7% | +65.2% |
| 5Y | +91.1% | +28.3% | +62.8% | +42.4% |
| All | +107.7% | +60.9% | +46.9% | +30.1% |
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