+137.8%
WFC vs SM
+15.3%
+122.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.9% | -2.8% |
| 7D | +1.1% | -0.2% | +1.2% | +1.0% |
| 30D | +0.8% | +31.5% | -30.7% | -3.6% |
| 3M | +9.3% | +17.3% | -8.1% | +5.8% |
| 6M | +10.6% | +48.5% | -37.9% | +2.3% |
| YTD | -4.1% | +106.3% | -110.3% | -16.2% |
| 1Y | +13.6% | +47.3% | -33.7% | +4.2% |
| 3Y | +130.7% | -1.4% | +132.2% | +120.2% |
| 5Y | +126.7% | +114.0% | +12.7% | +84.5% |
| All | +137.8% | +15.3% | +122.5% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling