+3,897.3%
WFC vs SM
+1,283.9%
+2,613.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +0.9% | -19.5% | +20.4% | +4.1% |
| 30D | +3.3% | -20.2% | +23.5% | +6.5% |
| 3M | -1.4% | -6.5% | +5.1% | -1.2% |
| 6M | +14.7% | +1.6% | +13.2% | +12.5% |
| YTD | -5.9% | +61.2% | -67.2% | -15.4% |
| 1Y | +1.8% | +65.4% | -63.5% | -8.9% |
| 3Y | +124.9% | -13.0% | +137.9% | +117.5% |
| 5Y | +92.7% | -4.3% | +97.0% | +76.4% |
| 10Y | +118.2% | +3.0% | +115.2% | +39.9% |
| All | +3,897.3% | +1,283.9% | +2,613.4% | +1,545.3% |
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