+830.2%
WFC vs EWT
+594.1%
+236.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.1% |
| 7D | +3.8% | +4.0% | -0.2% | +1.8% |
| 30D | +1.5% | +10.3% | -8.8% | -3.5% |
| 3M | +10.9% | +6.1% | +4.8% | +6.0% |
| 6M | +8.4% | +56.6% | -48.2% | -16.1% |
| YTD | -1.9% | +76.6% | -78.5% | -28.9% |
| 1Y | +12.3% | +97.9% | -85.5% | -23.5% |
| 3Y | +132.3% | +198.0% | -65.7% | +25.0% |
| 5Y | +130.1% | +151.8% | -21.7% | +35.0% |
| 10Y | +134.4% | +514.1% | -379.7% | -13.1% |
| All | +830.2% | +594.1% | +236.1% | +177.7% |
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