+12.3%
WFC vs CRL
+78.8%
-66.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.0% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | +1.5% | +10.7% | -9.2% | +0.3% |
| 3M | +10.9% | +55.3% | -44.4% | +5.3% |
| 6M | +8.4% | +60.7% | -52.2% | +2.0% |
| YTD | -1.9% | +44.6% | -46.5% | -7.0% |
| 1Y | +12.3% | +77.7% | -65.4% | +8.1% |
| All | +12.3% | +78.8% | -66.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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