+1.8%
WFC vs SO
+6.1%
-4.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -0.1% | +1.0% | +0.8% |
| 30D | +3.3% | +8.7% | -5.4% | +4.0% |
| 3M | -1.4% | +3.4% | -4.8% | -1.4% |
| 6M | +14.7% | +3.7% | +11.0% | +14.7% |
| YTD | -5.9% | +10.0% | -16.0% | -4.4% |
| 1Y | +1.8% | +6.6% | -4.7% | +3.2% |
| All | +1.8% | +6.1% | -4.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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