+112.4%
WFC vs SFM
+140.2%
-27.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +2.5% | +6.0% | -3.5% | +1.8% |
| 30D | +7.0% | -19.5% | +26.5% | +9.2% |
| 3M | -1.8% | -37.0% | +35.3% | +3.2% |
| 6M | +18.4% | -41.0% | +59.4% | +24.9% |
| YTD | -5.6% | -34.6% | +29.0% | -2.2% |
| 1Y | +3.9% | -36.3% | +40.1% | +7.9% |
| 3Y | +126.3% | +24.5% | +101.8% | +112.7% |
| 5Y | +91.1% | +115.9% | -24.8% | +62.2% |
| All | +112.4% | +140.2% | -27.7% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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