+86.8%
WFC vs ECL
+37.7%
+49.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.6% |
| 30D | +5.2% | +8.1% | -2.9% | +1.9% |
| 3M | -3.0% | +6.4% | -9.4% | -5.6% |
| 6M | +6.2% | +14.8% | -8.6% | -0.2% |
| YTD | -7.9% | +15.5% | -23.4% | -14.1% |
| 1Y | +0.3% | +20.1% | -19.8% | -8.2% |
| 3Y | +117.7% | +77.8% | +40.0% | +62.3% |
| All | +86.8% | +37.7% | +49.1% | +51.0% |
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