+94.0%
WFC vs SFM
+102.7%
-8.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.8% |
| 7D | +0.1% | -10.2% | +10.4% | +1.1% |
| 30D | +2.9% | -23.9% | +26.8% | +5.1% |
| 3M | -1.4% | -42.3% | +40.8% | +3.2% |
| 6M | +14.3% | -40.1% | +54.5% | +18.9% |
| YTD | -6.2% | -37.8% | +31.6% | -3.2% |
| 1Y | +1.6% | -37.1% | +38.7% | +4.7% |
| 3Y | +126.9% | +21.5% | +105.4% | +123.3% |
| 5Y | +94.0% | +103.8% | -9.8% | +71.2% |
| All | +94.0% | +102.7% | -8.7% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling