+129.3%
WFC vs SO
+58.2%
+71.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +3.8% | -0.2% | +3.9% | +3.8% |
| 30D | +1.5% | -4.6% | +6.1% | +2.2% |
| 3M | +10.9% | -3.0% | +13.9% | +11.3% |
| 6M | +8.4% | -8.3% | +16.7% | +9.7% |
| YTD | -1.9% | +3.5% | -5.4% | -2.9% |
| 1Y | +12.3% | -0.9% | +13.3% | +12.1% |
| 3Y | +132.3% | +45.4% | +87.0% | +107.2% |
| All | +129.3% | +58.2% | +71.1% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling