+142.4%
WFC vs ECL
+149.7%
-7.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +3.2% |
| 7D | +0.4% | -2.7% | +3.2% | +2.1% |
| 30D | +2.5% | -4.3% | +6.7% | +5.1% |
| 3M | +10.0% | +3.2% | +6.8% | +7.3% |
| 6M | +15.1% | -2.9% | +18.0% | +16.2% |
| YTD | -2.2% | +4.3% | -6.5% | -5.9% |
| 1Y | +13.5% | +1.6% | +11.8% | +10.4% |
| 3Y | +135.2% | +54.3% | +81.0% | +69.6% |
| 5Y | +128.3% | +26.5% | +101.8% | +84.7% |
| 10Y | +142.4% | +155.6% | -13.2% | +21.5% |
| All | +142.4% | +149.7% | -7.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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