+112.4%
WFC vs ETR
+378.9%
-266.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.5% | +1.2% | +1.4% | +2.0% |
| 30D | +7.0% | +7.0% | 0.0% | +3.8% |
| 3M | -1.8% | +4.6% | -6.4% | -3.9% |
| 6M | +18.4% | +0.1% | +18.3% | +17.9% |
| YTD | -5.6% | +23.2% | -28.8% | -15.4% |
| 1Y | +3.9% | +20.6% | -16.7% | -6.1% |
| 3Y | +126.3% | +156.3% | -29.9% | +38.1% |
| 5Y | +91.1% | +159.6% | -68.5% | +12.8% |
| All | +112.4% | +378.9% | -266.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling