+90.7%
WFC vs EME
+410.0%
-319.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +2.5% | +8.4% | -5.9% | +0.1% |
| 30D | +7.0% | -11.5% | +18.5% | +10.3% |
| 3M | -1.8% | -20.6% | +18.9% | +4.1% |
| 6M | +18.4% | -28.5% | +46.9% | +28.7% |
| YTD | -5.6% | +8.0% | -13.6% | -11.7% |
| 1Y | +3.9% | +6.8% | -2.9% | -2.5% |
| 3Y | +126.3% | +213.9% | -87.6% | +23.6% |
| All | +90.7% | +410.0% | -319.4% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling