+8,296.9%
WFC vs ETR
+4,604.0%
+3,692.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -1.8% | +4.6% | -6.4% | -3.6% |
| 6M | +18.4% | +0.1% | +18.3% | +18.0% |
| YTD | -5.6% | +23.2% | -28.8% | -14.0% |
| 1Y | +3.9% | +20.6% | -16.7% | -4.6% |
| 3Y | +126.3% | +156.3% | -29.9% | +50.7% |
| 5Y | +91.1% | +159.6% | -68.5% | +24.8% |
| 10Y | +118.5% | +377.1% | -258.5% | +11.9% |
| All | +8,296.9% | +4,604.0% | +3,692.9% | +1,849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling