+8,242.3%
WFC vs EIX
+1,174.9%
+7,067.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +2.9% | +8.8% | -5.8% | +0.5% |
| 3M | -1.4% | -10.9% | +9.5% | +0.2% |
| 6M | +14.3% | -10.3% | +24.6% | +15.5% |
| YTD | -6.2% | +5.8% | -12.0% | -10.2% |
| 1Y | +1.6% | +11.4% | -9.8% | -4.4% |
| 3Y | +126.9% | +11.1% | +115.9% | +110.0% |
| 5Y | +94.0% | +18.5% | +75.5% | +74.5% |
| 10Y | +134.0% | +32.2% | +101.8% | +97.8% |
| All | +8,242.3% | +1,174.9% | +7,067.4% | +3,126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling