+142.4%
WFC vs SAP
+175.9%
-33.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +2.5% | +0.3% | +2.2% | +2.0% |
| 3M | +10.0% | +16.9% | -6.9% | +2.5% |
| 6M | +15.1% | +6.3% | +8.7% | +10.3% |
| YTD | -2.2% | -12.4% | +10.2% | +0.5% |
| 1Y | +13.5% | -21.6% | +35.1% | +22.0% |
| 3Y | +135.2% | +54.8% | +80.4% | +78.8% |
| 5Y | +128.3% | +56.2% | +72.2% | +67.3% |
| 10Y | +142.4% | +179.0% | -36.7% | +35.5% |
| All | +142.4% | +175.9% | -33.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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