+99.4%
WFC vs SITM
+4,608.4%
-4,509.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.7% | +0.1% |
| 7D | +3.8% | +9.7% | -5.9% | +2.7% |
| 30D | +1.5% | +12.7% | -11.2% | -0.6% |
| 3M | +10.9% | -13.4% | +24.3% | +10.9% |
| 6M | +8.4% | +59.6% | -51.2% | -0.9% |
| YTD | -1.9% | +73.3% | -75.2% | -11.8% |
| 1Y | +12.3% | +165.5% | -153.2% | -5.4% |
| 3Y | +132.3% | +368.7% | -236.4% | +71.5% |
| 5Y | +130.1% | +172.5% | -42.4% | +68.7% |
| All | +99.4% | +4,608.4% | -4,509.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling