+16,011.1%
STX vs WFC
+641.6%
+15,369.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +6.0% |
| 7D | +2.4% | +3.8% | -1.4% | +1.0% |
| 30D | +1.4% | +1.5% | -0.1% | +0.8% |
| 3M | -8.2% | +10.9% | -19.1% | -11.8% |
| 6M | +127.0% | +8.4% | +118.6% | +119.0% |
| YTD | +209.1% | -1.9% | +211.0% | +208.5% |
| 1Y | +365.4% | +12.3% | +353.1% | +339.9% |
| 3Y | +1,135.4% | +132.3% | +1,003.1% | +791.5% |
| 5Y | +991.5% | +130.1% | +861.4% | +681.2% |
| 10Y | +3,695.8% | +134.4% | +3,561.4% | +2,447.3% |
| All | +16,011.1% | +641.6% | +15,369.5% | +5,793.0% |
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