+9,423.5%
STX vs WFC
+611.1%
+8,812.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -17.3% | +0.9% | -18.1% | -17.4% |
| 30D | -35.9% | +3.3% | -39.2% | -36.7% |
| 3M | -37.3% | -1.4% | -35.9% | -37.3% |
| 6M | -35.8% | +14.7% | -50.5% | -39.5% |
| YTD | +82.7% | -5.9% | +88.7% | +84.4% |
| 1Y | +71.6% | +1.8% | +69.8% | +68.4% |
| 3Y | +635.3% | +124.9% | +510.4% | +435.7% |
| 5Y | +483.8% | +92.7% | +391.0% | +343.5% |
| 10Y | +1,967.8% | +118.2% | +1,849.5% | +1,318.9% |
| All | +9,423.5% | +611.1% | +8,812.4% | +3,421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling