+106.5%
WFC vs SN
+496.6%
-390.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | +0.8% | -5.6% | +6.4% | +1.7% |
| 3M | +9.3% | +48.1% | -38.8% | +1.3% |
| 6M | +10.6% | +57.6% | -47.0% | +1.0% |
| YTD | -4.1% | +56.5% | -60.6% | -12.4% |
| 1Y | +13.6% | +52.6% | -39.0% | +3.7% |
| 3Y | +130.7% | +412.0% | -281.2% | +86.3% |
| All | +106.5% | +496.6% | -390.1% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling