+142.4%
WFC vs ESI
+308.3%
-165.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +0.4% | +3.9% | -3.5% | -1.2% |
| 30D | +2.5% | -3.8% | +6.2% | +3.8% |
| 3M | +10.0% | -13.1% | +23.1% | +14.5% |
| 6M | +15.1% | +11.3% | +3.7% | +5.1% |
| YTD | -2.2% | +44.1% | -46.3% | -21.8% |
| 1Y | +13.5% | +40.3% | -26.9% | -8.8% |
| 3Y | +135.2% | +84.1% | +51.2% | +60.6% |
| 5Y | +128.3% | +75.8% | +52.5% | +55.4% |
| 10Y | +142.4% | +320.7% | -178.3% | +7.5% |
| All | +142.4% | +308.3% | -165.9% | +7.5% |
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