+112.4%
WFC vs EW
+254.3%
-141.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | 0.0% |
| 7D | +2.5% | +4.9% | -2.4% | +1.0% |
| 30D | +7.0% | +23.9% | -16.9% | +0.3% |
| 3M | -1.8% | +15.8% | -17.5% | -6.2% |
| 6M | +18.4% | +31.7% | -13.3% | +8.5% |
| YTD | -5.6% | +25.7% | -31.3% | -12.6% |
| 1Y | +3.9% | +24.4% | -20.6% | -3.6% |
| 3Y | +126.3% | +65.9% | +60.5% | +80.9% |
| 5Y | +91.1% | -7.6% | +98.8% | +84.4% |
| All | +112.4% | +254.3% | -141.9% | +41.3% |
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