+608.1%
WFC vs SNY
+241.5%
+366.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.3% | -3.6% | +3.9% | +2.0% |
| 30D | +2.3% | -1.9% | +4.2% | +3.2% |
| 3M | +9.8% | -2.0% | +11.7% | +10.3% |
| 6M | +15.6% | +2.5% | +13.0% | +13.4% |
| YTD | -2.4% | -7.0% | +4.5% | -0.1% |
| 1Y | +13.8% | -4.4% | +18.2% | +14.4% |
| 3Y | +134.6% | -8.4% | +143.1% | +128.6% |
| 5Y | +127.9% | +9.5% | +118.4% | +97.7% |
| 10Y | +141.8% | +64.3% | +77.5% | +63.5% |
| All | +608.1% | +241.5% | +366.5% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling