+127.9%
WFC vs EOSE
-70.2%
+198.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | -0.1% |
| 7D | +0.3% | +14.0% | -13.7% | -0.3% |
| 30D | +2.3% | -5.9% | +8.2% | +2.3% |
| 3M | +9.8% | -34.3% | +44.0% | +10.9% |
| 6M | +15.6% | -37.8% | +53.3% | +16.0% |
| YTD | -2.4% | -65.2% | +62.7% | -0.5% |
| 1Y | +13.8% | -41.9% | +55.7% | +13.1% |
| 3Y | +134.6% | +44.6% | +90.1% | +115.8% |
| 5Y | +127.9% | -69.2% | +197.1% | +107.7% |
| All | +127.9% | -70.2% | +198.1% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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