+130.7%
WFC vs EEM
+90.8%
+39.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.1% | +3.1% | -2.0% | 0.0% |
| 30D | +0.8% | +4.9% | -4.0% | -0.9% |
| 3M | +9.3% | +5.2% | +4.0% | +6.5% |
| 6M | +10.6% | +20.7% | -10.1% | -0.2% |
| YTD | -4.1% | +26.5% | -30.5% | -15.9% |
| 1Y | +13.6% | +37.8% | -24.3% | -5.1% |
| 3Y | +130.7% | +91.0% | +39.8% | +55.0% |
| All | +130.7% | +90.8% | +39.9% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling