+8,268.6%
WFC vs EAT
+9,981.2%
-1,712.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.4% |
| 7D | +1.7% | -7.1% | +8.8% | +3.7% |
| 30D | +6.8% | -2.3% | +9.2% | +7.1% |
| 3M | -3.0% | -19.6% | +16.6% | +1.9% |
| 6M | +15.4% | +46.0% | -30.6% | +2.0% |
| YTD | -5.9% | +37.7% | -43.6% | -16.6% |
| 1Y | +1.7% | +73.8% | -72.1% | -15.9% |
| 3Y | +124.9% | +482.1% | -357.2% | +26.1% |
| 5Y | +90.5% | +362.5% | -272.0% | +7.1% |
| 10Y | +117.8% | +319.3% | -201.5% | +4.7% |
| All | +8,268.6% | +9,981.2% | -1,712.5% | +1,386.7% |
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