+12.3%
WFC vs SM
+36.8%
-24.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +0.8% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | +1.5% | +25.6% | -24.1% | +2.1% |
| 3M | +10.9% | +8.0% | +2.8% | +11.4% |
| 6M | +8.4% | +50.8% | -42.4% | +8.0% |
| YTD | -1.9% | +97.9% | -99.8% | -3.6% |
| 1Y | +12.3% | +33.8% | -21.5% | +10.9% |
| All | +12.3% | +36.8% | -24.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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