+117.7%
WFC vs ED
+44.5%
+73.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | -0.5% |
| 7D | +1.2% | +1.6% | -0.4% | +1.3% |
| 30D | +5.2% | +13.3% | -8.1% | +5.7% |
| 3M | -3.0% | +9.7% | -12.8% | -2.8% |
| 6M | +6.2% | +12.8% | -6.6% | +6.6% |
| YTD | -7.9% | +22.3% | -30.2% | -7.7% |
| 1Y | +0.3% | +26.3% | -26.0% | +0.4% |
| 3Y | +117.7% | +45.0% | +72.7% | +100.0% |
| All | +117.7% | +44.5% | +73.2% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling