+23.9%
WFC vs CRCL
+31.3%
-7.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.4% | -11.2% | +11.6% | +0.7% |
| 30D | +1.5% | +27.1% | -25.6% | +0.6% |
| 3M | +10.2% | +9.6% | +0.6% | +9.5% |
| 6M | +18.8% | -19.7% | +38.5% | +18.6% |
| YTD | -1.5% | +14.2% | -15.8% | -4.4% |
| 1Y | +13.5% | -32.2% | +45.8% | +12.4% |
| All | +23.9% | +31.3% | -7.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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