+130.7%
WFC vs EWT
+199.6%
-68.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.1% |
| 7D | +1.1% | +1.6% | -0.6% | +0.6% |
| 30D | +0.8% | +8.2% | -7.4% | -1.2% |
| 3M | +9.3% | +11.1% | -1.8% | +5.5% |
| 6M | +10.6% | +60.4% | -49.8% | -6.6% |
| YTD | -4.1% | +75.6% | -79.6% | -21.9% |
| 1Y | +13.6% | +91.3% | -77.7% | -10.7% |
| 3Y | +130.7% | +200.3% | -69.5% | +38.9% |
| All | +130.7% | +199.6% | -68.9% | +38.9% |
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