+128.3%
WFC vs EWT
+152.9%
-24.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | +2.1% | -1.7% | -0.4% |
| 30D | +2.5% | +9.4% | -6.9% | -1.2% |
| 3M | +10.0% | +10.9% | -0.9% | +4.4% |
| 6M | +15.1% | +57.9% | -42.9% | -9.2% |
| YTD | -2.2% | +75.9% | -78.1% | -27.3% |
| 1Y | +13.5% | +89.7% | -76.2% | -19.3% |
| 3Y | +135.2% | +200.9% | -65.7% | +20.4% |
| 5Y | +128.3% | +154.5% | -26.2% | +37.6% |
| All | +128.3% | +152.9% | -24.6% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling