+92.2%
WFC vs SMR
-48.0%
+140.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +3.6% | -21.9% | +25.5% | +5.0% |
| 3M | -1.3% | -47.1% | +45.8% | +2.1% |
| 6M | +18.0% | -60.6% | +78.6% | +23.6% |
| YTD | -5.9% | -63.1% | +57.2% | -2.1% |
| 1Y | +1.8% | -80.4% | +82.2% | +10.4% |
| 3Y | +125.0% | +150.2% | -25.2% | +75.0% |
| All | +92.2% | -48.0% | +140.2% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling