+181.2%
WFC vs SFM
+39.6%
+141.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.9% | -6.9% | +7.8% | +1.7% |
| 30D | +3.3% | -25.0% | +28.2% | +6.2% |
| 3M | -1.4% | -42.7% | +41.3% | +4.6% |
| 6M | +14.7% | -41.0% | +55.7% | +20.9% |
| YTD | -5.9% | -38.7% | +32.7% | -1.8% |
| 1Y | +1.8% | -38.1% | +40.0% | +6.0% |
| 3Y | +124.9% | +19.3% | +105.6% | +113.0% |
| 5Y | +92.7% | +103.1% | -10.4% | +66.5% |
| 10Y | +118.2% | +131.1% | -12.8% | +76.0% |
| All | +181.2% | +39.6% | +141.6% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling