+120.8%
WFC vs EQT
+197.4%
-76.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +2.3% | +1.1% | +1.2% | +2.1% |
| 3M | +9.8% | +4.8% | +5.0% | +8.5% |
| 6M | +15.6% | -10.6% | +26.1% | +17.6% |
| YTD | -2.4% | +3.4% | -5.9% | -3.9% |
| 1Y | +13.8% | +8.7% | +5.2% | +10.6% |
| 3Y | +134.6% | +35.0% | +99.7% | +113.3% |
| All | +120.8% | +197.4% | -76.6% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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