+142.4%
WFC vs SBAC
+78.4%
+64.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.2% |
| 7D | +0.4% | +0.2% | +0.3% | +0.4% |
| 30D | +2.5% | +3.9% | -1.4% | +1.6% |
| 3M | +10.0% | -8.2% | +18.2% | +11.6% |
| 6M | +15.1% | -2.8% | +17.9% | +14.8% |
| YTD | -2.2% | -1.5% | -0.7% | -3.0% |
| 1Y | +13.5% | 0.0% | +13.4% | +12.0% |
| 3Y | +135.2% | -8.4% | +143.6% | +131.5% |
| 5Y | +128.3% | -43.5% | +171.9% | +153.3% |
| 10Y | +142.4% | +86.9% | +55.5% | +142.0% |
| All | +142.4% | +78.4% | +64.0% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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