+360.2%
WFC vs EOSE
-57.1%
+417.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.1% | -2.6% |
| 7D | +1.1% | +41.4% | -40.4% | -0.3% |
| 30D | +0.8% | +3.6% | -2.8% | +0.5% |
| 3M | +9.3% | -35.7% | +45.0% | +10.4% |
| 6M | +10.6% | -29.9% | +40.5% | +10.6% |
| YTD | -4.1% | -62.5% | +58.4% | -2.5% |
| 1Y | +13.6% | -37.4% | +51.0% | +12.6% |
| 3Y | +130.7% | +55.8% | +74.9% | +113.0% |
| 5Y | +126.7% | -67.8% | +194.5% | +102.3% |
| All | +360.2% | -57.1% | +417.3% | +359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling