+112.4%
WFC vs ED
+147.1%
-34.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.1% |
| 7D | +2.5% | +2.1% | +0.5% | +1.8% |
| 30D | +7.0% | +10.4% | -3.4% | +3.6% |
| 3M | -1.8% | +12.5% | -14.3% | -5.5% |
| 6M | +18.4% | +14.9% | +3.5% | +12.8% |
| YTD | -5.6% | +24.8% | -30.4% | -13.0% |
| 1Y | +3.9% | +23.8% | -20.0% | -4.1% |
| 3Y | +126.3% | +51.6% | +74.7% | +88.5% |
| 5Y | +91.1% | +86.4% | +4.7% | +43.0% |
| All | +112.4% | +147.1% | -34.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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