+2,363.8%
WFC vs SAP
+2,432.7%
-69.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +5.2% | +11.1% | -5.9% | +2.0% |
| 3M | -3.0% | +17.0% | -20.1% | -7.7% |
| 6M | +6.2% | +34.8% | -28.6% | -3.8% |
| YTD | -7.9% | -2.2% | -5.7% | -9.5% |
| 1Y | +0.3% | -6.4% | +6.7% | -0.2% |
| 3Y | +117.7% | +75.1% | +42.6% | +77.6% |
| 5Y | +88.4% | +69.8% | +18.5% | +53.3% |
| 10Y | +147.3% | +219.8% | -72.6% | +66.2% |
| All | +2,363.8% | +2,432.7% | -69.0% | +946.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling