+131.9%
WFC vs SAP
+58.9%
+73.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.8% | -2.9% | +6.7% | +4.5% |
| 30D | +1.5% | +9.0% | -7.5% | -1.1% |
| 3M | +10.9% | +14.9% | -4.1% | +6.1% |
| 6M | +8.4% | +11.9% | -3.5% | +4.0% |
| YTD | -1.9% | -9.9% | +8.0% | +0.3% |
| 1Y | +12.3% | -19.5% | +31.9% | +19.3% |
| 3Y | +132.3% | +61.8% | +70.5% | +81.3% |
| All | +131.9% | +58.9% | +73.0% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling