+127.9%
WFC vs ET
+241.7%
-113.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | +0.3% | +1.4% | -1.1% | -0.3% |
| 30D | +2.3% | +4.6% | -2.3% | +0.2% |
| 3M | +9.8% | +16.0% | -6.3% | +2.2% |
| 6M | +15.6% | +22.8% | -7.3% | +4.3% |
| YTD | -2.4% | +38.9% | -41.3% | -17.2% |
| 1Y | +13.8% | +34.1% | -20.3% | -1.8% |
| 3Y | +134.6% | +98.8% | +35.8% | +65.4% |
| 5Y | +127.9% | +246.8% | -118.9% | +22.7% |
| All | +127.9% | +241.7% | -113.8% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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