+126.7%
WFC vs ESI
+77.4%
+49.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +1.1% | +5.4% | -4.3% | -0.8% |
| 30D | +0.8% | -4.2% | +5.0% | +2.1% |
| 3M | +9.3% | -9.6% | +18.9% | +11.3% |
| 6M | +10.6% | +18.3% | -7.7% | -1.3% |
| YTD | -4.1% | +45.8% | -49.9% | -23.0% |
| 1Y | +13.6% | +39.2% | -25.6% | -7.5% |
| 3Y | +130.7% | +86.3% | +44.5% | +57.1% |
| 5Y | +126.7% | +76.2% | +50.5% | +55.4% |
| All | +126.7% | +77.4% | +49.3% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling