+13.5%
WFC vs SITM
+155.7%
-142.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.8% |
| 7D | +0.4% | +3.9% | -3.5% | +0.3% |
| 30D | +1.5% | -6.6% | +8.1% | +1.7% |
| 3M | +10.2% | -11.9% | +22.1% | +10.2% |
| 6M | +18.8% | +81.1% | -62.3% | +10.6% |
| YTD | -1.5% | +80.0% | -81.5% | -8.5% |
| 1Y | +13.5% | +145.8% | -132.3% | +3.7% |
| All | +13.5% | +155.7% | -142.2% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling