+142.7%
WFC vs EL
+25.3%
+117.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | +0.3% | -4.4% | +4.6% | +1.5% |
| 30D | +2.3% | +10.3% | -8.0% | -1.2% |
| 3M | +9.8% | +13.4% | -3.6% | +4.9% |
| 6M | +15.6% | +3.1% | +12.5% | +12.3% |
| YTD | -2.4% | -6.9% | +4.5% | -3.4% |
| 1Y | +13.8% | +11.9% | +1.9% | +5.4% |
| 3Y | +134.6% | -33.8% | +168.5% | +145.0% |
| 5Y | +127.9% | -69.0% | +196.9% | +223.3% |
| All | +142.7% | +25.3% | +117.4% | +120.1% |
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