+112.4%
WFC vs EMR
+279.2%
-166.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | +2.8% | -0.3% | +0.6% |
| 30D | +7.0% | +3.7% | +3.3% | +4.4% |
| 3M | -1.8% | +2.0% | -3.8% | -3.5% |
| 6M | +18.4% | +22.1% | -3.7% | +2.4% |
| YTD | -5.6% | +27.2% | -32.8% | -22.0% |
| 1Y | +3.9% | +32.0% | -28.1% | -16.4% |
| 3Y | +126.3% | +103.3% | +23.1% | +30.4% |
| 5Y | +91.1% | +88.2% | +2.9% | +14.1% |
| All | +112.4% | +279.2% | -166.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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