+142.4%
WFC vs EMR
+266.1%
-123.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.7% |
| 7D | +0.4% | +0.9% | -0.5% | -0.2% |
| 30D | +2.5% | -5.0% | +7.4% | +5.6% |
| 3M | +10.0% | +5.9% | +4.1% | +4.9% |
| 6M | +15.1% | +7.3% | +7.7% | +7.8% |
| YTD | -2.2% | +14.6% | -16.8% | -13.2% |
| 1Y | +13.5% | +15.6% | -2.2% | -0.6% |
| 3Y | +135.2% | +60.2% | +75.0% | +59.5% |
| 5Y | +128.3% | +65.8% | +62.5% | +47.9% |
| 10Y | +142.4% | +277.4% | -135.0% | -12.6% |
| All | +142.4% | +266.1% | -123.7% | -12.6% |
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