+128.3%
WFC vs EEM
+47.0%
+81.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.2% |
| 7D | +0.4% | +2.0% | -1.5% | -0.6% |
| 30D | +2.5% | +5.1% | -2.6% | -0.3% |
| 3M | +10.0% | +4.6% | +5.4% | +6.3% |
| 6M | +15.1% | +17.8% | -2.7% | +1.9% |
| YTD | -2.2% | +25.8% | -28.0% | -17.5% |
| 1Y | +13.5% | +36.4% | -22.9% | -9.7% |
| 3Y | +135.2% | +90.0% | +45.2% | +44.9% |
| 5Y | +128.3% | +46.6% | +81.8% | +76.3% |
| All | +128.3% | +47.0% | +81.3% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling