+34.8%
SMCI vs WFC
+132.5%
-97.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +18.3% | +2.3% | +16.0% | +17.1% |
| 3M | +27.7% | +9.8% | +18.0% | +22.4% |
| 6M | +17.6% | +15.6% | +2.0% | +9.2% |
| YTD | +27.7% | -2.4% | +30.2% | +28.2% |
| 1Y | -14.9% | +13.8% | -28.7% | -20.0% |
| All | +34.8% | +132.5% | -97.7% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling