+117.7%
WFC vs CLF
-33.4%
+151.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +1.2% | -19.6% | +20.8% | +4.1% |
| 30D | +5.2% | -5.0% | +10.2% | +5.2% |
| 3M | -3.0% | -6.3% | +3.3% | -3.1% |
| 6M | +6.2% | +2.8% | +3.4% | +3.7% |
| YTD | -7.9% | -13.7% | +5.8% | -8.8% |
| 1Y | +0.3% | +13.6% | -13.3% | -5.4% |
| 3Y | +117.7% | -34.0% | +151.7% | +106.7% |
| All | +117.7% | -33.4% | +151.1% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling