+1.8%
WFC vs SN
+140.3%
-138.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +0.9% | +7.6% | -6.7% | -0.3% |
| 30D | +3.3% | +22.4% | -19.2% | 0.0% |
| 3M | -1.4% | +21.7% | -23.1% | -4.6% |
| 6M | +14.7% | +102.8% | -88.1% | -1.8% |
| YTD | -5.9% | +102.4% | -108.3% | -19.6% |
| 1Y | +1.8% | +139.0% | -137.1% | -16.6% |
| All | +1.8% | +140.3% | -138.5% | -16.6% |
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 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