+1,770.3%
SMCI vs WFC
+145.8%
+1,624.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.3% | +6.9% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +6.6% | +1.5% | +5.1% | +5.7% |
| 3M | +25.4% | +10.2% | +15.2% | +19.6% |
| 6M | +26.1% | +18.8% | +7.3% | +15.5% |
| YTD | +37.0% | -1.5% | +38.5% | +36.8% |
| 1Y | -8.8% | +13.5% | -22.3% | -14.8% |
| 3Y | +44.6% | +135.0% | -90.4% | -6.4% |
| 5Y | +995.9% | +130.1% | +865.9% | +607.4% |
| All | +1,770.3% | +145.8% | +1,624.5% | +965.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling