+101.6%
WFC vs SE
+363.8%
-262.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +7.0% | -20.9% | +27.9% | +9.7% |
| 3M | -1.8% | -38.9% | +37.1% | +3.5% |
| 6M | +18.4% | -19.4% | +37.8% | +20.4% |
| YTD | -5.6% | -40.9% | +35.3% | -1.1% |
| 1Y | +3.9% | -46.2% | +50.1% | +9.8% |
| 3Y | +126.3% | +63.7% | +62.6% | +107.7% |
| 5Y | +91.1% | -77.9% | +169.0% | +103.9% |
| All | +101.6% | +363.8% | -262.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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