+99.7%
WFC vs SMR
+7.6%
+92.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.3% | +2.2% |
| 7D | +0.4% | +13.1% | -12.6% | -0.5% |
| 30D | +2.5% | +17.8% | -15.3% | +1.1% |
| 3M | +10.0% | +8.1% | +1.9% | +8.6% |
| 6M | +15.1% | -11.1% | +26.2% | +14.2% |
| YTD | -2.2% | -23.7% | +21.5% | -2.5% |
| 1Y | +13.5% | -69.4% | +82.9% | +19.3% |
| 3Y | +135.2% | +82.6% | +52.6% | +95.4% |
| All | +99.7% | +7.6% | +92.2% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling