+922.3%
WFC vs SRE
+1,525.5%
-603.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +1.5% | -0.7% | +2.2% | +1.6% |
| 3M | +10.9% | -6.3% | +17.2% | +14.0% |
| 6M | +8.4% | -10.7% | +19.1% | +13.9% |
| YTD | -1.9% | -3.5% | +1.6% | -1.3% |
| 1Y | +12.3% | +5.3% | +7.0% | +7.8% |
| 3Y | +132.3% | +31.8% | +100.5% | +93.8% |
| 5Y | +130.1% | +47.4% | +82.7% | +79.2% |
| 10Y | +134.4% | +120.6% | +13.8% | +44.4% |
| All | +922.3% | +1,525.5% | -603.2% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling