+142.4%
WFC vs EAT
+370.1%
-227.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.2% | +2.7% |
| 7D | +0.4% | -6.8% | +7.2% | +2.1% |
| 30D | +2.5% | -5.4% | +7.8% | +3.5% |
| 3M | +10.0% | +42.8% | -32.8% | +0.4% |
| 6M | +15.1% | +56.5% | -41.5% | +1.6% |
| YTD | -2.2% | +50.0% | -52.2% | -13.1% |
| 1Y | +13.5% | +38.3% | -24.8% | +2.0% |
| 3Y | +135.2% | +591.6% | -456.4% | +35.9% |
| 5Y | +128.3% | +312.6% | -184.3% | +42.0% |
| 10Y | +142.4% | +381.4% | -239.1% | +31.6% |
| All | +142.4% | +370.1% | -227.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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