+918.9%
WFC vs CLS
+3,265.4%
-2,346.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +3.8% | +4.6% | -0.8% | +2.6% |
| 30D | +1.5% | -13.9% | +15.4% | +3.8% |
| 3M | +10.9% | -26.6% | +37.4% | +15.6% |
| 6M | +8.4% | +15.4% | -7.0% | +1.2% |
| YTD | -1.9% | +5.7% | -7.5% | -7.7% |
| 1Y | +12.3% | +41.1% | -28.8% | -2.7% |
| 3Y | +132.3% | +1,228.6% | -1,096.3% | +14.0% |
| 5Y | +130.1% | +3,240.6% | -3,110.6% | -10.2% |
| 10Y | +134.4% | +2,760.3% | -2,626.0% | -11.0% |
| All | +918.9% | +3,265.4% | -2,346.5% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling