+8,091.1%
WFC vs ED
+2,460.7%
+5,630.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.7% |
| 7D | +1.2% | +1.6% | -0.4% | +0.4% |
| 30D | +5.2% | +13.3% | -8.1% | -1.0% |
| 3M | -3.0% | +9.7% | -12.8% | -7.5% |
| 6M | +6.2% | +12.8% | -6.6% | -0.3% |
| YTD | -7.9% | +22.3% | -30.2% | -17.5% |
| 1Y | +0.3% | +26.3% | -26.0% | -11.7% |
| 3Y | +117.7% | +45.0% | +72.7% | +74.0% |
| 5Y | +88.4% | +80.2% | +8.2% | +31.7% |
| 10Y | +147.3% | +129.9% | +17.4% | +44.5% |
| All | +8,091.1% | +2,460.7% | +5,630.4% | +1,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling