+773.0%
WFC vs CRL
+1,630.9%
-857.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.3% | -2.6% |
| 7D | +1.2% | -6.1% | +7.3% | +2.7% |
| 30D | +5.2% | +12.4% | -7.2% | +1.1% |
| 3M | -3.0% | +27.1% | -30.2% | -10.4% |
| 6M | +6.2% | +85.7% | -79.5% | -12.9% |
| YTD | -7.9% | +69.2% | -77.1% | -23.4% |
| 1Y | +0.3% | +97.5% | -97.2% | -20.4% |
| 3Y | +117.7% | +86.1% | +31.6% | +66.3% |
| 5Y | +88.4% | -10.0% | +98.4% | +73.4% |
| 10Y | +147.3% | +395.0% | -247.7% | +30.8% |
| All | +773.0% | +1,630.9% | -857.9% | +259.1% |
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 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