+383.1%
WFC vs EMB
+132.1%
+251.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +1.5% | -0.3% | +1.8% | +1.7% |
| 3M | +10.9% | -0.4% | +11.3% | +11.3% |
| 6M | +8.4% | +0.1% | +8.3% | +8.3% |
| YTD | -1.9% | +1.6% | -3.5% | -3.2% |
| 1Y | +12.3% | +5.6% | +6.7% | +7.0% |
| 3Y | +132.3% | +29.8% | +102.5% | +85.0% |
| 5Y | +130.1% | +7.3% | +122.8% | +115.6% |
| 10Y | +134.4% | +30.4% | +104.0% | +89.9% |
| All | +383.1% | +132.1% | +251.0% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling