+739.7%
WFC vs EWZ
+436.1%
+303.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +3.8% | +6.5% | -2.7% | +1.1% |
| 30D | +1.5% | +4.8% | -3.4% | -0.6% |
| 3M | +10.9% | +9.9% | +1.0% | +6.4% |
| 6M | +8.4% | +1.9% | +6.5% | +7.0% |
| YTD | -1.9% | +20.3% | -22.2% | -9.8% |
| 1Y | +12.3% | +35.6% | -23.3% | -2.0% |
| 3Y | +132.3% | +43.4% | +88.9% | +94.9% |
| 5Y | +130.1% | +55.9% | +74.1% | +80.3% |
| 10Y | +134.4% | +84.2% | +50.2% | +57.5% |
| All | +739.7% | +436.1% | +303.6% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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