+126.7%
WFC vs SFM
+219.5%
-92.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.6% |
| 7D | +1.1% | -5.8% | +6.9% | +1.6% |
| 30D | +0.8% | -11.4% | +12.2% | +1.9% |
| 3M | +9.3% | -12.2% | +21.5% | +10.4% |
| 6M | +10.6% | -5.2% | +15.8% | +10.5% |
| YTD | -4.1% | -4.5% | +0.4% | -4.3% |
| 1Y | +13.6% | -45.4% | +59.0% | +20.4% |
| 3Y | +130.7% | +91.1% | +39.6% | +119.7% |
| 5Y | +126.7% | +226.8% | -100.1% | +106.6% |
| All | +126.7% | +219.5% | -92.8% | +106.6% |
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