+117.9%
WFC vs CLS
+1,924.3%
-1,806.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.5% | -1.7% |
| 7D | -1.3% | +2.8% | -4.0% | -2.1% |
| 30D | +3.6% | -30.1% | +33.7% | +10.0% |
| 3M | -1.3% | -21.7% | +20.4% | +1.4% |
| 6M | +18.0% | -36.2% | +54.2% | +23.8% |
| YTD | -5.9% | -17.8% | +12.0% | -9.4% |
| 1Y | +1.8% | -26.8% | +28.6% | -0.5% |
| 3Y | +125.0% | +853.4% | -728.4% | -7.8% |
| 5Y | +92.0% | +2,005.0% | -1,913.1% | -42.8% |
| 10Y | +117.9% | +1,929.4% | -1,811.5% | -49.4% |
| All | +117.9% | +1,924.3% | -1,806.4% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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