+100.1%
WFC vs SITM
+4,789.7%
-4,689.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.3% |
| 7D | +0.4% | +3.9% | -3.5% | -0.1% |
| 30D | +1.5% | -6.6% | +8.1% | +2.1% |
| 3M | +10.2% | -11.9% | +22.1% | +10.3% |
| 6M | +18.8% | +81.1% | -62.3% | +7.0% |
| YTD | -1.5% | +80.0% | -81.5% | -11.9% |
| 1Y | +13.5% | +145.8% | -132.3% | -3.4% |
| 3Y | +135.0% | +475.9% | -340.9% | +68.9% |
| 5Y | +130.1% | +189.2% | -59.2% | +67.5% |
| All | +100.1% | +4,789.7% | -4,689.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling