+112.4%
WFC vs CRL
+350.3%
-237.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +7.0% | +11.9% | -4.9% | +2.8% |
| 3M | -1.8% | +20.2% | -21.9% | -7.8% |
| 6M | +18.4% | +107.5% | -89.1% | -6.7% |
| YTD | -5.6% | +69.4% | -75.0% | -21.8% |
| 1Y | +3.9% | +99.7% | -95.9% | -18.4% |
| 3Y | +126.3% | +98.8% | +27.6% | +66.5% |
| 5Y | +91.1% | -12.4% | +103.5% | +83.0% |
| All | +112.4% | +350.3% | -237.8% | +2.7% |
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