+791.9%
WFC vs EWT
+501.7%
+290.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.4% |
| 7D | +1.7% | +13.2% | -11.5% | -4.7% |
| 30D | +6.8% | -14.3% | +21.1% | +14.2% |
| 3M | -3.0% | -8.4% | +5.4% | 0.0% |
| 6M | +15.4% | +3.7% | +11.7% | +9.7% |
| YTD | -5.9% | +53.1% | -59.0% | -27.6% |
| 1Y | +1.7% | +55.5% | -53.9% | -22.5% |
| 3Y | +124.9% | +155.6% | -30.7% | +29.1% |
| 5Y | +90.5% | +119.3% | -28.8% | +18.3% |
| 10Y | +117.8% | +446.2% | -328.4% | -15.1% |
| All | +791.9% | +501.7% | +290.2% | +182.4% |
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