+180.4%
WFC vs SFM
+41.7%
+138.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.7% |
| 7D | +0.1% | -10.2% | +10.4% | +1.4% |
| 30D | +2.9% | -23.9% | +26.8% | +5.7% |
| 3M | -1.4% | -42.3% | +40.8% | +4.5% |
| 6M | +14.3% | -40.1% | +54.5% | +20.3% |
| YTD | -6.2% | -37.8% | +31.6% | -2.3% |
| 1Y | +1.6% | -37.1% | +38.7% | +5.6% |
| 3Y | +126.9% | +21.5% | +105.4% | +114.4% |
| 5Y | +94.0% | +103.8% | -9.8% | +67.5% |
| 10Y | +134.0% | +142.0% | -7.9% | +87.8% |
| All | +180.4% | +41.7% | +138.7% | +136.2% |
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 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