+118.2%
WFC vs EL
+60.9%
+57.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.9% | +7.6% | -6.8% | -1.3% |
| 30D | +3.3% | +15.7% | -12.4% | -1.2% |
| 3M | -1.4% | +30.5% | -32.0% | -9.7% |
| 6M | +14.7% | +32.5% | -17.8% | +3.9% |
| YTD | -5.9% | +9.4% | -15.4% | -11.5% |
| 1Y | +1.8% | +28.4% | -26.5% | -9.3% |
| 3Y | +124.9% | +4.4% | +120.5% | +99.6% |
| 5Y | +92.7% | -64.5% | +157.2% | +165.8% |
| 10Y | +118.2% | +64.9% | +53.3% | +75.8% |
| All | +118.2% | +60.9% | +57.4% | +75.8% |
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