+118.2%
WFC vs ED
+136.7%
-18.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +0.9% | +2.1% | -1.3% | +0.2% |
| 30D | +3.3% | +12.4% | -9.2% | -0.6% |
| 3M | -1.4% | +13.1% | -14.6% | -5.4% |
| 6M | +14.7% | +14.1% | +0.6% | +9.5% |
| YTD | -5.9% | +23.1% | -29.0% | -12.9% |
| 1Y | +1.8% | +25.4% | -23.6% | -6.5% |
| 3Y | +124.9% | +47.9% | +77.1% | +89.1% |
| 5Y | +92.7% | +81.9% | +10.9% | +45.6% |
| 10Y | +118.2% | +141.3% | -23.0% | +73.7% |
| All | +118.2% | +136.7% | -18.5% | +73.7% |
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