+120.3%
WFC vs S
-57.8%
+178.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.0% |
| 7D | +1.1% | -5.8% | +6.9% | +1.6% |
| 30D | +0.8% | -9.2% | +10.0% | +1.5% |
| 3M | +9.3% | +23.4% | -14.1% | +6.6% |
| 6M | +10.6% | +36.9% | -26.3% | +6.3% |
| YTD | -4.1% | +29.5% | -33.6% | -7.5% |
| 1Y | +13.6% | +5.4% | +8.1% | +11.6% |
| 3Y | +130.7% | +14.7% | +116.0% | +121.3% |
| 5Y | +126.7% | -71.5% | +198.3% | +118.4% |
| All | +120.3% | -57.8% | +178.1% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling