+14.1%
WFC vs CLX
-25.0%
+39.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.1% |
| 7D | +0.4% | -4.9% | +5.4% | +0.8% |
| 30D | +2.5% | -15.8% | +18.3% | +3.6% |
| 3M | +10.0% | -7.9% | +17.9% | +10.4% |
| 6M | +15.1% | -19.0% | +34.1% | +15.2% |
| YTD | -2.2% | -7.9% | +5.7% | -3.0% |
| All | +14.1% | -25.0% | +39.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling