+142.4%
WFC vs EIX
+19.9%
+122.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +3.0% |
| 7D | +0.4% | +4.1% | -3.6% | -1.0% |
| 30D | +2.5% | -15.3% | +17.8% | +6.2% |
| 3M | +10.0% | -18.4% | +28.4% | +15.1% |
| 6M | +15.1% | -16.8% | +31.9% | +19.2% |
| YTD | -2.2% | -0.6% | -1.7% | -5.9% |
| 1Y | +13.5% | +10.7% | +2.8% | +4.4% |
| 3Y | +135.2% | -4.5% | +139.7% | +123.4% |
| 5Y | +128.3% | +24.0% | +104.3% | +90.8% |
| 10Y | +142.4% | +22.9% | +119.5% | +97.6% |
| All | +142.4% | +19.9% | +122.4% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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