+8,091.1%
WFC vs ECL
+14,051.7%
-5,960.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.7% |
| 30D | +5.2% | +8.1% | -2.9% | +0.8% |
| 3M | -3.0% | +6.4% | -9.4% | -6.5% |
| 6M | +6.2% | +14.8% | -8.6% | -2.2% |
| YTD | -7.9% | +15.5% | -23.4% | -15.9% |
| 1Y | +0.3% | +20.1% | -19.8% | -10.5% |
| 3Y | +117.7% | +77.8% | +40.0% | +53.0% |
| 5Y | +88.4% | +37.9% | +50.5% | +49.0% |
| 10Y | +147.3% | +202.7% | -55.4% | +27.7% |
| All | +8,091.1% | +14,051.7% | -5,960.7% | +966.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling