+3,481.3%
WFC vs EME
+62,686.5%
-59,205.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -3.2% |
| 7D | +1.1% | +5.2% | -4.1% | -0.9% |
| 30D | +0.8% | -5.4% | +6.2% | +2.6% |
| 3M | +9.3% | -6.1% | +15.4% | +10.1% |
| 6M | +10.6% | +9.7% | +1.0% | +4.4% |
| YTD | -4.1% | +26.6% | -30.6% | -14.7% |
| 1Y | +13.6% | +24.6% | -11.1% | +0.1% |
| 3Y | +130.7% | +249.6% | -118.9% | +31.2% |
| 5Y | +126.7% | +556.6% | -429.8% | -0.4% |
| 10Y | +132.1% | +1,286.6% | -1,154.5% | -23.6% |
| All | +3,481.3% | +62,686.5% | -59,205.1% | +676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling