+133.3%
WFC vs EME
+240.3%
-107.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.5% |
| 7D | +0.4% | +2.7% | -2.3% | -0.2% |
| 30D | +2.5% | -6.8% | +9.3% | +3.9% |
| 3M | +10.0% | -8.8% | +18.8% | +11.5% |
| 6M | +15.1% | +5.0% | +10.1% | +11.9% |
| YTD | -2.2% | +23.5% | -25.7% | -9.2% |
| 1Y | +13.5% | +21.3% | -7.9% | +4.1% |
| All | +133.3% | +240.3% | -107.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling