+8,627.7%
WFC vs EAT
+11,644.8%
-3,017.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +1.5% | +1.9% | -0.4% | +0.6% |
| 3M | +10.9% | +68.7% | -57.8% | -4.7% |
| 6M | +8.4% | +66.9% | -58.5% | -7.7% |
| YTD | -1.9% | +60.4% | -62.3% | -15.8% |
| 1Y | +12.3% | +44.0% | -31.7% | -1.7% |
| 3Y | +132.3% | +604.7% | -472.4% | +24.3% |
| 5Y | +130.1% | +347.0% | -217.0% | +31.1% |
| 10Y | +134.4% | +390.8% | -256.4% | +8.8% |
| All | +8,627.7% | +11,644.8% | -3,017.1% | +1,399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling