+94.0%
WFC vs SBAC
-40.7%
+134.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | +0.1% | +3.0% | -2.8% | -0.3% |
| 30D | +2.9% | +4.3% | -1.4% | +2.3% |
| 3M | -1.4% | +4.1% | -5.6% | -2.1% |
| 6M | +14.3% | -11.6% | +26.0% | +15.9% |
| YTD | -6.2% | +0.4% | -6.6% | -6.8% |
| 1Y | +1.6% | -1.1% | +2.7% | +1.2% |
| 3Y | +126.9% | -7.3% | +134.2% | +124.1% |
| 5Y | +94.0% | -40.8% | +134.7% | +99.9% |
| All | +94.0% | -40.7% | +134.6% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling