+188.0%
WFC vs ESI
+207.0%
-18.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -3.9% | -1.2% |
| 7D | -1.3% | +1.8% | -3.1% | -2.0% |
| 30D | +3.6% | -6.6% | +10.2% | +5.2% |
| 3M | -1.3% | -9.4% | +8.1% | +0.6% |
| 6M | +18.0% | -24.1% | +42.1% | +25.6% |
| YTD | -5.9% | +37.1% | -43.0% | -19.1% |
| 1Y | +1.8% | +24.5% | -22.8% | -9.8% |
| 3Y | +125.0% | +83.2% | +41.9% | +72.0% |
| 5Y | +92.0% | +44.0% | +48.0% | +56.6% |
| 10Y | +117.9% | +332.8% | -214.9% | +29.1% |
| All | +188.0% | +207.0% | -18.9% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling