+129.3%
WFC vs ECL
+31.2%
+98.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +3.8% | -2.6% | +6.4% | +4.9% |
| 30D | +1.5% | -2.2% | +3.6% | +2.3% |
| 3M | +10.9% | +10.1% | +0.8% | +6.1% |
| 6M | +8.4% | -5.7% | +14.2% | +10.7% |
| YTD | -1.9% | +7.0% | -8.8% | -5.4% |
| 1Y | +12.3% | +2.7% | +9.7% | +10.0% |
| 3Y | +132.3% | +57.7% | +74.6% | +83.6% |
| All | +129.3% | +31.2% | +98.1% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling