+2.5%
WFC vs SMR
-87.0%
+89.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.4% |
| 7D | +4.5% | -9.5% | +14.0% | +4.8% |
| 30D | +7.4% | -33.2% | +40.6% | +8.7% |
| 3M | -0.5% | -45.9% | +45.4% | +1.2% |
| 6M | +11.7% | -57.9% | +69.6% | +14.2% |
| YTD | -4.6% | -63.8% | +59.2% | -3.0% |
| 1Y | +2.5% | -85.6% | +88.1% | +16.3% |
| All | +2.5% | -87.0% | +89.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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