+13.5%
WFC vs SMR
-75.4%
+89.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.7% | +16.6% | +1.6% |
| 7D | +0.4% | -11.2% | +11.6% | +0.7% |
| 30D | +1.5% | -10.2% | +11.7% | +1.7% |
| 3M | +10.2% | -10.0% | +20.2% | +9.9% |
| 6M | +18.8% | -30.5% | +49.2% | +19.5% |
| YTD | -1.5% | -39.2% | +37.7% | -0.8% |
| 1Y | +13.5% | -75.5% | +89.1% | +23.1% |
| All | +13.5% | -75.4% | +89.0% | +23.1% |
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