+125.6%
WFC vs CLF
-20.4%
+145.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.7% | +16.0% | -14.2% | -0.4% |
| 30D | +6.8% | +1.6% | +5.2% | +6.0% |
| 3M | -3.0% | +6.7% | -9.7% | -4.8% |
| 6M | +15.4% | +21.1% | -5.7% | +10.1% |
| YTD | -5.9% | -1.6% | -4.3% | -8.5% |
| 1Y | +1.7% | +18.5% | -16.8% | -4.4% |
| All | +125.6% | -20.4% | +145.9% | +108.6% |
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