+103.3%
WFC vs SN
+671.3%
-568.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +2.5% | +1.5% | +1.0% | +2.2% |
| 30D | +7.0% | +21.5% | -14.5% | +3.5% |
| 3M | -1.8% | +20.0% | -21.8% | -5.0% |
| 6M | +18.4% | +119.9% | -101.5% | +2.2% |
| YTD | -5.6% | +102.3% | -107.9% | -17.6% |
| 1Y | +3.9% | +148.0% | -144.1% | -12.6% |
| 3Y | +126.3% | +450.0% | -323.7% | +75.4% |
| All | +103.3% | +671.3% | -568.0% | +56.6% |
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