+86.8%
WFC vs SE
-78.9%
+165.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +1.2% | +2.0% | -0.8% | +1.0% |
| 30D | +5.2% | -20.0% | +25.2% | +7.8% |
| 3M | -3.0% | -31.8% | +28.7% | +0.8% |
| 6M | +6.2% | -15.9% | +22.1% | +7.4% |
| YTD | -7.9% | -40.6% | +32.7% | -3.5% |
| 1Y | +0.3% | -50.7% | +51.0% | +7.2% |
| 3Y | +117.7% | +70.3% | +47.4% | +99.0% |
| All | +86.8% | -78.9% | +165.6% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling