+401.8%
WFC vs ET
+1,435.7%
-1,033.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | +0.8% | +6.9% | -6.0% | -1.3% |
| 3M | +9.3% | +13.1% | -3.8% | +4.9% |
| 6M | +10.6% | +18.7% | -8.1% | +4.4% |
| YTD | -4.1% | +37.4% | -41.5% | -13.7% |
| 1Y | +13.6% | +34.8% | -21.2% | +2.7% |
| 3Y | +130.7% | +96.8% | +33.9% | +84.6% |
| 5Y | +126.7% | +238.2% | -111.5% | +51.9% |
| 10Y | +132.1% | +159.4% | -27.3% | +55.3% |
| All | +401.8% | +1,435.7% | -1,033.9% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling