+12.3%
WFC vs STM
+107.3%
-94.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | +3.8% | +5.8% | -2.0% | +3.4% |
| 30D | +1.5% | -1.0% | +2.5% | +1.5% |
| 3M | +10.9% | -33.3% | +44.1% | +12.9% |
| 6M | +8.4% | +57.4% | -48.9% | -0.9% |
| YTD | -1.9% | +102.2% | -104.1% | -13.0% |
| 1Y | +12.3% | +99.6% | -87.3% | -0.2% |
| All | +12.3% | +107.3% | -94.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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