+108.8%
WFC vs SE
+569.0%
-460.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.4% |
| 7D | +0.4% | -3.6% | +4.1% | +0.8% |
| 30D | +2.5% | -5.3% | +7.8% | +2.9% |
| 3M | +10.0% | +28.1% | -18.1% | +6.5% |
| 6M | +15.1% | +20.7% | -5.6% | +11.9% |
| YTD | -2.2% | -14.8% | +12.6% | -1.5% |
| 1Y | +13.5% | -43.6% | +57.0% | +19.4% |
| 3Y | +135.2% | +184.2% | -49.0% | +103.0% |
| 5Y | +128.3% | -66.3% | +194.6% | +132.6% |
| All | +108.8% | +569.0% | -460.2% | +43.9% |
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