+118.2%
WFC vs ESI
+306.3%
-188.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | +0.9% | -6.6% | +7.5% | +3.5% |
| 30D | +3.3% | -9.8% | +13.1% | +7.0% |
| 3M | -1.4% | -11.9% | +10.5% | +2.3% |
| 6M | +14.7% | -25.1% | +39.8% | +25.0% |
| YTD | -5.9% | +31.9% | -37.8% | -23.3% |
| 1Y | +1.8% | +19.2% | -17.3% | -13.2% |
| 3Y | +124.9% | +76.2% | +48.7% | +52.5% |
| 5Y | +92.7% | +39.4% | +53.4% | +43.5% |
| 10Y | +118.2% | +304.9% | -186.7% | -3.8% |
| All | +118.2% | +306.3% | -188.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling