+3.9%
WFC vs SM
+84.2%
-80.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +2.5% | +9.4% | -6.9% | +2.9% |
| 30D | +7.0% | -14.4% | +21.4% | +6.4% |
| 3M | -1.8% | +1.6% | -3.3% | -1.6% |
| 6M | +18.4% | +6.3% | +12.0% | +18.8% |
| YTD | -5.6% | +78.8% | -84.4% | -8.8% |
| 1Y | +3.9% | +83.1% | -79.3% | -0.2% |
| All | +3.9% | +84.2% | -80.4% | -0.2% |
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