+100.9%
WFC vs SE
+372.6%
-271.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.9% | 0.0% | +0.8% | +0.9% |
| 30D | +3.3% | -19.4% | +22.6% | +5.6% |
| 3M | -1.4% | -33.1% | +31.7% | +2.7% |
| 6M | +14.7% | -11.4% | +26.2% | +15.4% |
| YTD | -5.9% | -39.8% | +33.9% | -1.7% |
| 1Y | +1.8% | -50.5% | +52.3% | +8.6% |
| 3Y | +124.9% | +68.9% | +56.0% | +105.7% |
| 5Y | +92.7% | -77.1% | +169.8% | +104.8% |
| All | +100.9% | +372.6% | -271.7% | +43.7% |
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