+13.5%
WFC vs S
+5.0%
+8.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | +0.4% | -1.2% | +1.7% | +0.5% |
| 30D | +2.5% | -12.6% | +15.0% | +2.9% |
| 3M | +10.0% | +27.6% | -17.6% | +8.3% |
| 6M | +15.1% | +35.5% | -20.4% | +11.9% |
| YTD | -2.2% | +29.6% | -31.8% | -4.7% |
| 1Y | +13.5% | +8.1% | +5.3% | +14.2% |
| All | +13.5% | +5.0% | +8.4% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling