+118.2%
WFC vs EW
+234.0%
-115.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.9% | +9.3% | -8.4% | -1.8% |
| 30D | +3.3% | +22.1% | -18.8% | -2.7% |
| 3M | -1.4% | +13.0% | -14.4% | -5.2% |
| 6M | +14.7% | +30.1% | -15.4% | +5.6% |
| YTD | -5.9% | +22.0% | -27.9% | -12.1% |
| 1Y | +1.8% | +23.7% | -21.9% | -5.3% |
| 3Y | +124.9% | +62.0% | +62.9% | +81.3% |
| 5Y | +92.7% | -12.4% | +105.2% | +89.4% |
| 10Y | +118.2% | +236.1% | -117.8% | +49.5% |
| All | +118.2% | +234.0% | -115.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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