+8,627.7%
WFC vs CLX
+2,386.6%
+6,241.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +3.8% | -9.2% | +13.0% | +6.7% |
| 30D | +1.5% | -11.0% | +12.5% | +4.9% |
| 3M | +10.9% | +5.0% | +5.8% | +8.7% |
| 6M | +8.4% | -18.8% | +27.2% | +14.3% |
| YTD | -1.9% | -4.4% | +2.5% | -1.9% |
| 1Y | +12.3% | -21.9% | +34.2% | +19.0% |
| 3Y | +132.3% | -32.8% | +165.1% | +153.6% |
| 5Y | +130.1% | -34.6% | +164.6% | +147.0% |
| 10Y | +134.4% | -4.7% | +139.1% | +104.4% |
| All | +8,627.7% | +2,386.6% | +6,241.1% | +2,215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling