+8,091.1%
WFC vs SAN
+1,664.5%
+6,426.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | +1.2% | +4.9% | -3.7% | -1.0% |
| 30D | +5.2% | -13.0% | +18.2% | +11.6% |
| 3M | -3.0% | -18.9% | +15.8% | +6.0% |
| 6M | +6.2% | -4.1% | +10.4% | +7.1% |
| YTD | -7.9% | +2.6% | -10.5% | -10.9% |
| 1Y | +0.3% | +16.9% | -16.7% | -8.8% |
| 3Y | +117.7% | +239.1% | -121.3% | +17.7% |
| 5Y | +88.4% | +266.8% | -178.5% | -4.3% |
| 10Y | +147.3% | +246.0% | -98.8% | +23.7% |
| All | +8,091.1% | +1,664.5% | +6,426.5% | +2,506.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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