+142.4%
WFC vs CRL
+244.4%
-102.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +0.4% | -4.6% | +5.0% | +1.8% |
| 30D | +2.5% | +0.5% | +2.0% | +2.2% |
| 3M | +10.0% | +46.6% | -36.6% | -2.6% |
| 6M | +15.1% | +57.3% | -42.2% | -1.4% |
| YTD | -2.2% | +39.5% | -41.7% | -13.5% |
| 1Y | +13.5% | +76.9% | -63.4% | -7.6% |
| 3Y | +135.2% | +39.4% | +95.9% | +95.4% |
| 5Y | +128.3% | -37.2% | +165.5% | +144.7% |
| 10Y | +142.4% | +253.4% | -111.0% | +23.5% |
| All | +142.4% | +244.4% | -102.1% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling