+112.4%
WFC vs EMB
+36.5%
+76.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.6% |
| 7D | +2.5% | -0.9% | +3.4% | +3.5% |
| 30D | +7.0% | +0.4% | +6.6% | +6.6% |
| 3M | -1.8% | -3.1% | +1.4% | +1.8% |
| 6M | +18.4% | -2.1% | +20.5% | +21.2% |
| YTD | -5.6% | -1.1% | -4.5% | -4.5% |
| 1Y | +3.9% | -0.1% | +3.9% | +3.9% |
| 3Y | +126.3% | +29.6% | +96.7% | +70.2% |
| 5Y | +91.1% | +7.2% | +83.9% | +80.7% |
| All | +112.4% | +36.5% | +76.0% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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