+8,272.6%
WFC vs ED
+2,474.3%
+5,798.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | +3.6% | +11.2% | -7.6% | -1.7% |
| 3M | -1.3% | +11.8% | -13.1% | -6.6% |
| 6M | +18.0% | +14.1% | +3.9% | +10.1% |
| YTD | -5.9% | +23.0% | -28.8% | -15.8% |
| 1Y | +1.8% | +23.7% | -21.9% | -9.4% |
| 3Y | +125.0% | +47.7% | +77.3% | +78.2% |
| 5Y | +92.0% | +82.6% | +9.3% | +33.3% |
| 10Y | +117.9% | +141.8% | -23.9% | +24.3% |
| All | +8,272.6% | +2,474.3% | +5,798.2% | +1,157.1% |
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