+4,068.8%
WFC vs SM
+1,608.3%
+2,460.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 3M | +10.9% | +8.7% | +2.2% | +8.5% |
| 6M | +8.4% | +51.7% | -43.3% | -0.4% |
| YTD | -1.9% | +99.0% | -100.9% | -14.1% |
| 1Y | +12.3% | +34.6% | -22.2% | +4.2% |
| 3Y | +132.3% | -7.8% | +140.1% | +123.7% |
| 5Y | +130.1% | +104.8% | +25.3% | +86.5% |
| 10Y | +134.4% | +7.2% | +127.1% | +49.6% |
| All | +4,068.8% | +1,608.3% | +2,460.5% | +1,569.7% |
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 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