+111.7%
WFC vs EL
+60.4%
+51.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +1.7% | +2.7% | -0.9% | +1.0% |
| 30D | +6.8% | +10.8% | -4.0% | +3.5% |
| 3M | -3.0% | +26.5% | -29.5% | -10.3% |
| 6M | +15.4% | +31.1% | -15.7% | +4.8% |
| YTD | -5.9% | +6.6% | -12.5% | -10.8% |
| 1Y | +1.7% | +21.8% | -20.2% | -8.0% |
| 3Y | +124.9% | +1.8% | +123.1% | +101.1% |
| 5Y | +90.5% | -65.6% | +156.1% | +165.3% |
| All | +111.7% | +60.4% | +51.3% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling