+133.3%
WFC vs SITM
+412.8%
-279.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.1% |
| 7D | +0.4% | +3.7% | -3.3% | +0.1% |
| 30D | +2.5% | -14.5% | +17.0% | +3.6% |
| 3M | +10.0% | -10.6% | +20.5% | +9.8% |
| 6M | +15.1% | +65.5% | -50.5% | +5.7% |
| YTD | -2.2% | +67.0% | -69.2% | -10.9% |
| 1Y | +13.5% | +138.6% | -125.2% | -1.9% |
| All | +133.3% | +412.8% | -279.5% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling