+365.4%
STX vs WFC
+13.8%
+351.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +6.3% |
| 7D | +2.4% | +3.8% | -1.4% | +2.2% |
| 30D | +1.4% | +1.5% | -0.1% | +1.4% |
| 3M | -8.2% | +10.9% | -19.1% | -8.8% |
| 6M | +127.0% | +8.4% | +118.6% | +125.1% |
| YTD | +209.1% | -1.9% | +211.0% | +208.2% |
| 1Y | +365.4% | +12.3% | +353.1% | +384.1% |
| All | +365.4% | +13.8% | +351.6% | +384.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling