+128.3%
WFC vs CLBK
+41.8%
+86.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.5% |
| 7D | +0.4% | -1.5% | +1.9% | +1.0% |
| 30D | +2.5% | +6.7% | -4.2% | -0.3% |
| 3M | +10.0% | +21.2% | -11.2% | +1.2% |
| 6M | +15.1% | +42.0% | -26.9% | -1.1% |
| YTD | -2.2% | +63.3% | -65.5% | -20.9% |
| 1Y | +13.5% | +65.4% | -51.9% | -9.2% |
| 3Y | +135.2% | +52.5% | +82.8% | +91.2% |
| 5Y | +128.3% | +42.0% | +86.4% | +84.3% |
| All | +128.3% | +41.8% | +86.5% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling