+637.5%
WFC vs EEM
+860.9%
-223.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.4% |
| 7D | +3.8% | +2.3% | +1.5% | +2.1% |
| 30D | +1.5% | +4.5% | -3.1% | -1.9% |
| 3M | +10.9% | -0.1% | +10.9% | +9.2% |
| 6M | +8.4% | +16.9% | -8.5% | -6.0% |
| YTD | -1.9% | +26.2% | -28.1% | -19.9% |
| 1Y | +12.3% | +40.5% | -28.2% | -15.6% |
| 3Y | +132.3% | +86.2% | +46.1% | +39.6% |
| 5Y | +130.1% | +45.5% | +84.6% | +65.6% |
| 10Y | +134.4% | +128.6% | +5.8% | +18.7% |
| All | +637.5% | +860.9% | -223.4% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling