+1,019.5%
STX vs WFC
+129.3%
+890.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +6.0% |
| 7D | +2.4% | +3.8% | -1.4% | +0.8% |
| 30D | +1.4% | +1.5% | -0.1% | +0.7% |
| 3M | -8.2% | +10.9% | -19.1% | -12.5% |
| 6M | +127.0% | +8.4% | +118.6% | +117.5% |
| YTD | +209.1% | -1.9% | +211.0% | +209.1% |
| 1Y | +365.4% | +12.3% | +353.1% | +334.1% |
| 3Y | +1,135.4% | +132.3% | +1,003.1% | +703.9% |
| All | +1,019.5% | +129.3% | +890.2% | +628.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling