+135.2%
WFC vs EQX
+226.7%
-91.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.8% | -0.1% |
| 7D | +0.3% | -7.0% | +7.3% | +0.5% |
| 30D | +2.3% | +4.8% | -2.6% | +2.1% |
| 3M | +9.8% | +25.6% | -15.9% | +8.8% |
| 6M | +15.6% | -25.8% | +41.4% | +16.2% |
| YTD | -2.4% | -12.7% | +10.3% | -2.6% |
| 1Y | +13.8% | +14.1% | -0.2% | +12.7% |
| 3Y | +134.6% | +165.7% | -31.1% | +124.0% |
| 5Y | +127.9% | +81.2% | +46.7% | +114.8% |
| All | +135.2% | +226.7% | -91.5% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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