+125.6%
WFC vs EWT
+157.1%
-31.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | +1.7% | +13.2% | -11.5% | -1.2% |
| 30D | +6.8% | -14.3% | +21.1% | +10.3% |
| 3M | -3.0% | -8.4% | +5.4% | -1.5% |
| 6M | +15.4% | +3.7% | +11.7% | +12.0% |
| YTD | -5.9% | +53.1% | -59.0% | -20.7% |
| 1Y | +1.7% | +55.5% | -53.9% | -14.9% |
| All | +125.6% | +157.1% | -31.6% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling