+142.4%
WFC vs CLS
+3,003.3%
-2,860.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +0.4% | +20.1% | -19.7% | -3.5% |
| 30D | +2.5% | +6.0% | -3.6% | +0.6% |
| 3M | +10.0% | -10.3% | +20.3% | +10.4% |
| 6M | +15.1% | +24.5% | -9.4% | +4.6% |
| YTD | -2.2% | +12.9% | -15.1% | -10.3% |
| 1Y | +13.5% | +36.7% | -23.2% | -3.3% |
| 3Y | +135.2% | +1,328.1% | -1,192.9% | -11.0% |
| 5Y | +128.3% | +3,682.3% | -3,554.0% | -40.9% |
| 10Y | +142.4% | +3,038.3% | -2,895.9% | -47.0% |
| All | +142.4% | +3,003.3% | -2,860.9% | -47.0% |
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