+771.4%
WFC vs SBAC
+2,173.2%
-1,401.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +1.7% | -3.4% | +5.1% | +2.2% |
| 30D | +6.8% | +2.6% | +4.2% | +6.4% |
| 3M | -3.0% | +2.6% | -5.6% | -3.4% |
| 6M | +15.4% | -11.5% | +26.9% | +16.9% |
| YTD | -5.9% | -1.6% | -4.3% | -6.5% |
| 1Y | +1.7% | -5.1% | +6.8% | +1.5% |
| 3Y | +124.9% | -9.3% | +134.2% | +123.6% |
| 5Y | +90.5% | -41.0% | +131.5% | +99.3% |
| 10Y | +117.8% | +108.0% | +9.8% | +91.2% |
| All | +771.4% | +2,173.2% | -1,401.8% | +538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling