+132.1%
WFC vs ES
+85.1%
+47.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +0.8% | -1.2% | +2.0% | +1.2% |
| 3M | +9.3% | +5.0% | +4.3% | +7.2% |
| 6M | +10.6% | -2.8% | +13.5% | +11.3% |
| YTD | -4.1% | +8.6% | -12.6% | -7.5% |
| 1Y | +13.6% | +18.9% | -5.4% | +5.1% |
| 3Y | +130.7% | +32.1% | +98.6% | +100.0% |
| 5Y | +126.7% | -5.1% | +131.8% | +122.5% |
| 10Y | +132.1% | +84.2% | +48.0% | +126.5% |
| All | +132.1% | +85.1% | +47.0% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ES 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling