+3,812.5%
WFC vs SM
+1,302.7%
+2,509.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +1.2% | -25.9% | +27.1% | +5.8% |
| 30D | +5.2% | -15.1% | +20.3% | +7.5% |
| 3M | -3.0% | +4.9% | -7.9% | -4.6% |
| 6M | +6.2% | +6.1% | +0.1% | +3.4% |
| YTD | -7.9% | +63.4% | -71.3% | -17.3% |
| 1Y | +0.3% | +72.5% | -72.2% | -10.9% |
| 3Y | +117.7% | -16.9% | +134.6% | +112.2% |
| 5Y | +88.4% | -10.6% | +99.0% | +74.2% |
| 10Y | +147.3% | +11.3% | +136.0% | +56.5% |
| All | +3,812.5% | +1,302.7% | +2,509.8% | +1,507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling