+130.7%
WFC vs CLBK
+55.4%
+75.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | +1.1% | +1.1% | -0.1% | +0.6% |
| 30D | +0.8% | +7.8% | -7.0% | -2.5% |
| 3M | +9.3% | +23.9% | -14.6% | -0.8% |
| 6M | +10.6% | +42.3% | -31.7% | -5.7% |
| YTD | -4.1% | +65.4% | -69.5% | -23.7% |
| 1Y | +13.6% | +70.3% | -56.8% | -11.4% |
| 3Y | +130.7% | +54.5% | +76.3% | +85.9% |
| All | +130.7% | +55.4% | +75.3% | +85.9% |
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