+129.3%
WFC vs SE
-68.6%
+198.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +3.8% | -6.1% | +9.9% | +4.5% |
| 30D | +1.5% | -2.5% | +3.9% | +1.6% |
| 3M | +10.9% | +21.7% | -10.9% | +7.9% |
| 6M | +8.4% | +27.0% | -18.6% | +4.6% |
| YTD | -1.9% | -12.1% | +10.3% | -1.4% |
| 1Y | +12.3% | -40.9% | +53.3% | +17.9% |
| 3Y | +132.3% | +191.0% | -58.7% | +99.5% |
| All | +129.3% | -68.6% | +198.0% | +135.8% |
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