+8,627.7%
WFC vs ED
+2,217.3%
+6,410.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | +10.9% | +3.9% | +6.9% | +8.5% |
| 6M | +8.4% | -3.0% | +11.5% | +9.4% |
| YTD | -1.9% | +10.7% | -12.6% | -7.6% |
| 1Y | +12.3% | +13.3% | -1.0% | +4.2% |
| 3Y | +132.3% | +34.5% | +97.8% | +92.4% |
| 5Y | +130.1% | +67.1% | +62.9% | +66.2% |
| 10Y | +134.4% | +103.0% | +31.3% | +45.6% |
| All | +8,627.7% | +2,217.3% | +6,410.4% | +1,280.3% |
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 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