+12.3%
WFC vs EWT
+99.0%
-86.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +3.8% | +4.0% | -0.2% | +3.4% |
| 30D | +1.5% | +10.3% | -8.8% | +0.4% |
| 3M | +10.9% | +6.1% | +4.8% | +9.4% |
| 6M | +8.4% | +56.6% | -48.2% | -2.5% |
| YTD | -1.9% | +76.6% | -78.5% | -14.6% |
| 1Y | +12.3% | +97.9% | -85.5% | +2.2% |
| All | +12.3% | +99.0% | -86.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling