+8,042.8%
WFC vs ES
+1,235.9%
+6,806.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | 0.0% |
| 7D | +0.6% | +1.9% | -1.2% | 0.0% |
| 30D | +4.6% | +7.1% | -2.5% | +2.1% |
| 3M | -3.6% | -1.9% | -1.7% | -3.1% |
| 6M | +5.6% | +4.4% | +1.2% | +3.6% |
| YTD | -8.5% | +7.3% | -15.8% | -11.5% |
| 1Y | -0.3% | +2.1% | -2.4% | -2.5% |
| 3Y | +116.4% | +41.8% | +74.6% | +83.9% |
| 5Y | +87.2% | +1.4% | +85.8% | +77.4% |
| 10Y | +145.8% | +86.8% | +59.1% | +83.5% |
| All | +8,042.8% | +1,235.9% | +6,806.8% | +2,989.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling