+126.3%
WFC vs CLBK
+54.0%
+72.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +2.5% | +0.9% | +1.6% | +2.1% |
| 30D | +7.0% | +3.4% | +3.6% | +5.4% |
| 3M | -1.8% | -4.3% | +2.5% | -0.1% |
| 6M | +18.4% | +28.4% | -10.0% | +5.7% |
| YTD | -5.6% | +59.4% | -65.0% | -23.7% |
| 1Y | +3.9% | +64.8% | -60.9% | -17.4% |
| 3Y | +126.3% | +50.6% | +75.7% | +86.8% |
| All | +126.3% | +54.0% | +72.4% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling