+3.9%
WFC vs EWT
+56.8%
-52.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +9.1% | -6.6% | +1.5% |
| 30D | +7.0% | -12.2% | +19.2% | +8.0% |
| 3M | -1.8% | -9.4% | +7.7% | -1.1% |
| 6M | +18.4% | +2.7% | +15.7% | +16.1% |
| YTD | -5.6% | +53.3% | -58.9% | -17.4% |
| 1Y | +3.9% | +59.2% | -55.3% | -10.1% |
| All | +3.9% | +56.8% | -52.9% | -10.1% |
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