+128.9%
WFC vs ETR
+151.3%
-22.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.6% |
| 7D | +1.1% | +1.4% | -0.4% | +0.6% |
| 30D | +0.8% | +1.9% | -1.1% | +0.3% |
| 3M | +9.3% | +1.0% | +8.3% | +8.8% |
| 6M | +10.6% | +4.8% | +5.8% | +8.6% |
| YTD | -4.1% | +19.5% | -23.6% | -10.1% |
| 1Y | +13.6% | +28.1% | -14.5% | +3.8% |
| All | +128.9% | +151.3% | -22.4% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling