+2,442.5%
WFC vs EL
+1,685.7%
+756.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.2% |
| 7D | +3.8% | +0.8% | +3.0% | +3.5% |
| 30D | +1.5% | +19.8% | -18.4% | -5.7% |
| 3M | +10.9% | +25.7% | -14.8% | +0.9% |
| 6M | +8.4% | +5.4% | +3.0% | +3.6% |
| YTD | -1.9% | +0.2% | -2.1% | -5.9% |
| 1Y | +12.3% | +20.4% | -8.1% | -0.4% |
| 3Y | +132.3% | -32.1% | +164.5% | +135.6% |
| 5Y | +130.1% | -67.2% | +197.3% | +203.7% |
| 10Y | +134.4% | +31.7% | +102.6% | +69.1% |
| All | +2,442.5% | +1,685.7% | +756.8% | +595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling