+2,338.0%
WFC vs EL
+1,850.3%
+487.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.9% | +7.6% | -6.8% | -1.8% |
| 30D | +3.3% | +15.7% | -12.4% | -2.2% |
| 3M | -1.4% | +30.5% | -32.0% | -11.7% |
| 6M | +14.7% | +32.5% | -17.8% | +1.3% |
| YTD | -5.9% | +9.4% | -15.4% | -13.1% |
| 1Y | +1.8% | +28.4% | -26.5% | -11.6% |
| 3Y | +124.9% | +4.4% | +120.5% | +93.7% |
| 5Y | +92.7% | -64.5% | +157.2% | +146.9% |
| 10Y | +118.2% | +64.9% | +53.3% | +43.9% |
| All | +2,338.0% | +1,850.3% | +487.7% | +542.3% |
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