+4,511.1%
WFC vs SBUX
+44,466.0%
-39,954.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.7% |
| 7D | +1.7% | +1.0% | +0.7% | +1.4% |
| 30D | +6.8% | +16.6% | -9.7% | +1.6% |
| 3M | -3.0% | -0.6% | -2.4% | -3.0% |
| 6M | +15.4% | +1.8% | +13.6% | +14.2% |
| YTD | -5.9% | +29.7% | -35.6% | -14.4% |
| 1Y | +1.7% | +26.1% | -24.4% | -6.8% |
| 3Y | +124.9% | +10.3% | +114.6% | +108.3% |
| 5Y | +90.5% | +7.6% | +82.9% | +75.5% |
| 10Y | +117.8% | +146.7% | -28.9% | +54.8% |
| All | +4,511.1% | +44,466.0% | -39,954.9% | +1,253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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