+2.5%
WFC vs STM
+92.4%
-89.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.1% | +8.3% | +2.5% |
| 7D | +4.5% | -6.0% | +10.5% | +4.8% |
| 30D | +7.4% | -20.9% | +28.3% | +8.7% |
| 3M | -0.5% | -15.8% | +15.2% | +0.3% |
| 6M | +11.7% | -17.0% | +28.7% | +9.0% |
| YTD | -4.6% | +76.8% | -81.4% | -21.1% |
| 1Y | +2.5% | +96.5% | -94.0% | -18.6% |
| All | +2.5% | +92.4% | -89.9% | -18.6% |
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