+12.3%
WFC vs SN
+46.4%
-34.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +3.8% | -9.3% | +13.1% | +5.5% |
| 30D | +1.5% | -4.8% | +6.3% | +2.1% |
| 3M | +10.9% | +40.4% | -29.6% | +2.5% |
| 6M | +8.4% | +50.9% | -42.5% | -2.2% |
| YTD | -1.9% | +54.9% | -56.8% | -11.8% |
| 1Y | +12.3% | +43.0% | -30.7% | +6.0% |
| All | +12.3% | +46.4% | -34.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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