+127.9%
WFC vs SRE
+46.9%
+81.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +2.3% | -1.7% | +4.0% | +2.8% |
| 3M | +9.8% | -7.1% | +16.8% | +12.9% |
| 6M | +15.6% | -8.4% | +23.9% | +19.2% |
| YTD | -2.4% | -3.5% | +1.1% | -2.1% |
| 1Y | +13.8% | +5.4% | +8.4% | +9.1% |
| 3Y | +134.6% | +29.5% | +105.1% | +95.2% |
| 5Y | +127.9% | +48.3% | +79.6% | +72.2% |
| All | +127.9% | +46.9% | +81.0% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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