+128.5%
WFC vs SITM
+170.3%
-41.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.1% |
| 7D | +0.4% | +3.7% | -3.3% | 0.0% |
| 30D | +2.5% | -14.5% | +17.0% | +4.0% |
| 3M | +10.0% | -10.6% | +20.5% | +9.8% |
| 6M | +15.1% | +65.5% | -50.5% | +4.8% |
| YTD | -2.2% | +67.0% | -69.2% | -11.7% |
| 1Y | +13.5% | +138.6% | -125.2% | -3.2% |
| 3Y | +135.2% | +421.8% | -286.6% | +70.8% |
| All | +128.5% | +170.3% | -41.9% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling