+791.9%
WFC vs CRL
+1,673.3%
-881.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | +3.3% | +14.6% | -11.3% | -1.3% |
| 3M | -1.4% | +24.8% | -26.3% | -8.4% |
| 6M | +14.7% | +94.7% | -80.0% | -7.3% |
| YTD | -5.9% | +73.4% | -79.3% | -22.3% |
| 1Y | +1.8% | +104.7% | -102.8% | -19.9% |
| 3Y | +124.9% | +101.1% | +23.8% | +67.8% |
| 5Y | +92.7% | -10.8% | +103.5% | +78.0% |
| 10Y | +118.2% | +358.8% | -240.6% | +17.9% |
| All | +791.9% | +1,673.3% | -881.4% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling