+200.3%
WFC vs ESI
+224.6%
-24.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | -0.1% |
| 7D | +3.8% | +3.3% | +0.5% | +2.7% |
| 30D | +1.5% | -5.9% | +7.3% | +3.2% |
| 3M | +10.9% | -14.1% | +25.0% | +14.7% |
| 6M | +8.4% | +6.6% | +1.9% | +3.2% |
| YTD | -1.9% | +45.0% | -46.9% | -16.4% |
| 1Y | +12.3% | +41.5% | -29.1% | -3.9% |
| 3Y | +132.3% | +78.8% | +53.6% | +80.7% |
| 5Y | +130.1% | +70.9% | +59.2% | +79.2% |
| 10Y | +134.4% | +317.1% | -182.7% | +39.3% |
| All | +200.3% | +224.6% | -24.4% | +90.0% |
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