+8,091.0%
WFC vs SO
+6,268.1%
+1,823.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.1% |
| 7D | +1.2% | -1.5% | +2.7% | +2.0% |
| 30D | +5.2% | +8.1% | -2.9% | +1.3% |
| 3M | -3.0% | +0.2% | -3.3% | -3.3% |
| 6M | +6.2% | +0.4% | +5.8% | +5.5% |
| YTD | -7.9% | +8.5% | -16.4% | -12.4% |
| 1Y | +0.3% | +4.9% | -4.7% | -3.2% |
| 3Y | +117.7% | +47.9% | +69.8% | +73.1% |
| 5Y | +88.4% | +75.7% | +12.7% | +34.2% |
| 10Y | +147.3% | +178.0% | -30.7% | +37.6% |
| All | +8,091.0% | +6,268.1% | +1,823.0% | +936.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling