+142.7%
WFC vs EEM
+130.4%
+12.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +1.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | +2.3% | +2.4% | -0.1% | +0.4% |
| 3M | +9.8% | +4.2% | +5.6% | +5.3% |
| 6M | +15.6% | +14.8% | +0.8% | +1.6% |
| YTD | -2.4% | +23.1% | -25.5% | -19.1% |
| 1Y | +13.8% | +32.5% | -18.7% | -11.0% |
| 3Y | +134.6% | +85.9% | +48.8% | +38.6% |
| 5Y | +127.9% | +43.6% | +84.4% | +65.2% |
| All | +142.7% | +130.4% | +12.3% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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