+126.7%
WFC vs CLS
+3,459.5%
-3,332.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -3.0% |
| 7D | +1.1% | +12.8% | -11.7% | -0.8% |
| 30D | +0.8% | +3.8% | -3.0% | -0.1% |
| 3M | +9.3% | -14.6% | +23.9% | +10.4% |
| 6M | +10.6% | +32.2% | -21.6% | +2.5% |
| YTD | -4.1% | +11.6% | -15.7% | -9.4% |
| 1Y | +13.6% | +35.1% | -21.5% | +1.9% |
| 3Y | +130.7% | +1,312.5% | -1,181.8% | +11.8% |
| 5Y | +126.7% | +3,542.1% | -3,415.3% | -17.6% |
| All | +126.7% | +3,459.5% | -3,332.8% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling