+101.9%
WFC vs SN
+681.9%
-580.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.4% |
| 7D | +0.1% | +7.6% | -7.5% | -1.1% |
| 30D | +2.9% | +24.1% | -21.1% | -0.8% |
| 3M | -1.4% | +23.7% | -25.1% | -5.2% |
| 6M | +14.3% | +105.5% | -91.2% | -0.1% |
| YTD | -6.2% | +105.1% | -111.3% | -18.3% |
| 1Y | +1.6% | +148.3% | -146.7% | -14.5% |
| 3Y | +126.9% | +438.7% | -311.8% | +75.7% |
| All | +101.9% | +681.9% | -580.0% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling