+13.5%
WFC vs EL
+12.1%
+1.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | +2.5% | +13.7% | -11.2% | +1.1% |
| 3M | +10.0% | +14.5% | -4.5% | +8.3% |
| 6M | +15.1% | +7.4% | +7.7% | +13.6% |
| YTD | -2.2% | -4.7% | +2.5% | -3.2% |
| 1Y | +13.5% | +12.9% | +0.5% | +8.6% |
| All | +13.5% | +12.1% | +1.4% | +8.6% |
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