+2.5%
WFC vs EL
+25.6%
-23.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +1.8% |
| 7D | +4.5% | +2.5% | +2.0% | +4.3% |
| 30D | +7.4% | +20.1% | -12.7% | +5.9% |
| 3M | -0.5% | +29.3% | -29.8% | -2.6% |
| 6M | +11.7% | +38.8% | -27.1% | +8.3% |
| YTD | -4.6% | +8.1% | -12.8% | -7.2% |
| 1Y | +2.5% | +22.3% | -19.8% | -4.0% |
| All | +2.5% | +25.6% | -23.1% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling