+132.1%
WFC vs CLF
+108.7%
+23.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.9% |
| 7D | +1.1% | +6.5% | -5.4% | -0.3% |
| 30D | +0.8% | +0.2% | +0.6% | +0.6% |
| 3M | +9.3% | -3.1% | +12.3% | +8.8% |
| 6M | +10.6% | +25.0% | -14.4% | +3.2% |
| YTD | -4.1% | -7.5% | +3.4% | -5.7% |
| 1Y | +13.6% | +11.5% | +2.0% | +5.0% |
| 3Y | +130.7% | -13.7% | +144.4% | +112.0% |
| 5Y | +126.7% | -47.0% | +173.7% | +120.4% |
| 10Y | +132.1% | +116.3% | +15.8% | +37.1% |
| All | +132.1% | +108.7% | +23.5% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling