+8,627.7%
WFC vs CLF
+714.0%
+7,913.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | +3.8% | +7.6% | -3.8% | +2.3% |
| 30D | +1.5% | -1.2% | +2.7% | +1.6% |
| 3M | +10.9% | -13.4% | +24.2% | +12.7% |
| 6M | +8.4% | +15.4% | -7.0% | +3.4% |
| YTD | -1.9% | -5.9% | +4.0% | -3.7% |
| 1Y | +12.3% | +18.8% | -6.5% | +3.5% |
| 3Y | +132.3% | -19.4% | +151.7% | +119.0% |
| 5Y | +130.1% | -47.7% | +177.8% | +125.5% |
| 10Y | +134.4% | +130.4% | +4.0% | +49.3% |
| All | +8,627.7% | +714.0% | +7,913.7% | +3,103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling