+8,272.6%
WFC vs SAN
+1,775.7%
+6,496.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.3% |
| 7D | -1.3% | +3.4% | -4.7% | -2.8% |
| 30D | +3.6% | -6.3% | +9.9% | +6.2% |
| 3M | -1.3% | -14.1% | +12.8% | +5.1% |
| 6M | +18.0% | +4.2% | +13.8% | +14.5% |
| YTD | -5.9% | +9.0% | -14.9% | -11.5% |
| 1Y | +1.8% | +18.8% | -17.0% | -8.1% |
| 3Y | +125.0% | +252.0% | -127.0% | +19.5% |
| 5Y | +92.0% | +299.5% | -207.5% | -6.2% |
| 10Y | +117.9% | +276.7% | -158.7% | +4.9% |
| All | +8,272.6% | +1,775.7% | +6,496.8% | +2,489.6% |
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