+794.9%
WFC vs EWT
+502.5%
+292.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +9.1% | -6.6% | -2.1% |
| 30D | +7.0% | -12.2% | +19.2% | +13.0% |
| 3M | -1.8% | -9.4% | +7.7% | +1.8% |
| 6M | +18.4% | +2.7% | +15.7% | +13.2% |
| YTD | -5.6% | +53.3% | -58.9% | -27.5% |
| 1Y | +3.9% | +59.2% | -55.3% | -21.8% |
| 3Y | +126.3% | +157.1% | -30.8% | +29.5% |
| 5Y | +91.1% | +119.6% | -28.5% | +18.6% |
| 10Y | +118.5% | +446.9% | -328.4% | -14.9% |
| All | +794.9% | +502.5% | +292.4% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling