+8,242.3%
WFC vs ECL
+14,336.9%
-6,094.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.7% |
| 7D | +0.1% | -0.5% | +0.7% | +0.4% |
| 30D | +2.9% | +8.8% | -5.9% | -1.8% |
| 3M | -1.4% | +7.8% | -9.3% | -5.7% |
| 6M | +14.3% | +21.3% | -7.0% | +2.1% |
| YTD | -6.2% | +17.8% | -24.0% | -15.3% |
| 1Y | +1.6% | +21.1% | -19.5% | -9.7% |
| 3Y | +126.9% | +80.1% | +46.8% | +58.3% |
| 5Y | +94.0% | +40.5% | +53.5% | +51.9% |
| 10Y | +134.0% | +197.7% | -63.7% | +21.8% |
| All | +8,242.3% | +14,336.9% | -6,094.6% | +974.5% |
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 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