+112.4%
WFC vs EWT
+448.9%
-336.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +9.1% | -6.6% | -2.3% |
| 30D | +7.0% | -12.2% | +19.2% | +13.5% |
| 3M | -1.8% | -9.4% | +7.7% | +2.1% |
| 6M | +18.4% | +2.7% | +15.7% | +12.1% |
| YTD | -5.6% | +53.3% | -58.9% | -31.5% |
| 1Y | +3.9% | +59.2% | -55.3% | -26.5% |
| 3Y | +126.3% | +157.1% | -30.8% | +10.0% |
| 5Y | +91.1% | +119.6% | -28.5% | +4.3% |
| All | +112.4% | +448.9% | -336.5% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling