+366.2%
STX vs WFC
+15.5%
+350.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -4.0% | -2.1% |
| 7D | +9.6% | +0.4% | +9.1% | +9.5% |
| 30D | +10.6% | +2.5% | +8.1% | +10.5% |
| 3M | +4.8% | +10.0% | -5.2% | +4.1% |
| 6M | +137.3% | +15.1% | +122.2% | +133.7% |
| YTD | +222.5% | -2.2% | +224.7% | +221.9% |
| 1Y | +366.2% | +13.5% | +352.8% | +389.2% |
| All | +366.2% | +15.5% | +350.7% | +389.2% |
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