+111.7%
WFC vs STM
+467.4%
-355.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | +1.7% | +16.3% | -14.6% | -2.2% |
| 30D | +6.8% | -6.3% | +13.1% | +7.9% |
| 3M | -3.0% | -14.1% | +11.1% | -0.4% |
| 6M | +15.4% | -19.6% | +35.0% | +16.5% |
| YTD | -5.9% | +80.1% | -86.0% | -26.3% |
| 1Y | +1.7% | +95.4% | -93.7% | -22.4% |
| 3Y | +124.9% | +14.7% | +110.2% | +89.8% |
| 5Y | +90.5% | -5.4% | +95.9% | +64.5% |
| All | +111.7% | +467.4% | -355.7% | +11.7% |
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