+126.7%
WFC vs EMR
+62.8%
+64.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +1.1% | +3.1% | -2.0% | -0.5% |
| 30D | +0.8% | -3.5% | +4.3% | +2.6% |
| 3M | +9.3% | +9.8% | -0.5% | +3.1% |
| 6M | +10.6% | +10.8% | -0.2% | +3.1% |
| YTD | -4.1% | +15.9% | -20.0% | -13.6% |
| 1Y | +13.6% | +16.4% | -2.9% | +1.5% |
| 3Y | +130.7% | +62.1% | +68.6% | +66.1% |
| 5Y | +126.7% | +62.9% | +63.8% | +54.1% |
| All | +126.7% | +62.8% | +64.0% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling