+3.9%
WFC vs SBAC
-2.9%
+6.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +2.5% | +0.6% | +1.9% | +2.5% |
| 30D | +7.0% | +5.5% | +1.5% | +6.8% |
| 3M | -1.8% | +3.1% | -4.8% | -2.1% |
| 6M | +18.4% | -7.0% | +25.4% | +18.3% |
| YTD | -5.6% | +0.5% | -6.1% | -4.5% |
| 1Y | +3.9% | +0.2% | +3.6% | +5.3% |
| All | +3.9% | -2.9% | +6.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling