+134.0%
WFC vs STM
+433.9%
-299.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -4.9% | +0.1% |
| 7D | +0.1% | -5.6% | +5.7% | +1.2% |
| 30D | +2.9% | -14.4% | +17.4% | +6.4% |
| 3M | -1.4% | -20.5% | +19.0% | +3.2% |
| 6M | +14.3% | -24.5% | +38.9% | +17.4% |
| YTD | -6.2% | +72.7% | -78.9% | -25.6% |
| 1Y | +1.6% | +91.0% | -89.4% | -21.9% |
| 3Y | +126.9% | +13.5% | +113.4% | +91.7% |
| 5Y | +94.0% | -9.2% | +103.1% | +69.4% |
| 10Y | +134.0% | +422.5% | -288.5% | +49.2% |
| All | +134.0% | +433.9% | -299.8% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling