+129.3%
WFC vs SM
+107.8%
+21.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +1.5% | +26.3% | -24.8% | -2.7% |
| 3M | +10.9% | +8.7% | +2.2% | +8.5% |
| 6M | +8.4% | +51.7% | -43.3% | -1.5% |
| YTD | -1.9% | +99.0% | -100.9% | -16.0% |
| 1Y | +12.3% | +34.6% | -22.2% | +3.6% |
| 3Y | +132.3% | -7.8% | +140.1% | +122.8% |
| All | +129.3% | +107.8% | +21.5% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling