+142.7%
WFC vs ED
+109.0%
+33.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.3% | -1.9% | +2.1% | +0.9% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | +9.8% | 0.0% | +9.7% | +9.5% |
| 6M | +15.6% | -2.5% | +18.1% | +16.0% |
| YTD | -2.4% | +10.1% | -12.6% | -6.2% |
| 1Y | +13.8% | +13.6% | +0.2% | +8.1% |
| 3Y | +134.6% | +32.4% | +102.2% | +105.6% |
| 5Y | +127.9% | +69.9% | +58.1% | +77.0% |
| All | +142.7% | +109.0% | +33.6% | +102.7% |
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