+2.5%
WFC vs CLF
+12.5%
-10.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.2% | +11.4% | +2.9% |
| 7D | +4.5% | -7.9% | +12.4% | +5.0% |
| 30D | +7.4% | +5.2% | +2.1% | +6.5% |
| 3M | -0.5% | +4.3% | -4.8% | -1.4% |
| 6M | +11.7% | +25.3% | -13.6% | +8.2% |
| YTD | -4.6% | -3.3% | -1.3% | -7.4% |
| 1Y | +2.5% | +20.2% | -17.7% | -4.9% |
| All | +2.5% | +12.5% | -10.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling