+193.3%
WFC vs SFM
+132.6%
+60.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +1.5% | -4.4% | +5.8% | +1.9% |
| 3M | +10.9% | +1.5% | +9.3% | +10.3% |
| 6M | +8.4% | +6.5% | +2.0% | +6.7% |
| YTD | -1.9% | +2.2% | -4.0% | -3.1% |
| 1Y | +12.3% | -41.9% | +54.2% | +18.8% |
| 3Y | +132.3% | +106.8% | +25.6% | +107.2% |
| 5Y | +130.1% | +231.6% | -101.5% | +88.5% |
| 10Y | +134.4% | +258.4% | -124.0% | +79.9% |
| All | +193.3% | +132.6% | +60.7% | +134.4% |
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