+13.6%
WFC vs STM
+95.2%
-81.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +1.1% | +5.2% | -4.1% | +0.8% |
| 30D | +0.8% | -7.4% | +8.2% | +1.2% |
| 3M | +9.3% | -30.6% | +39.9% | +10.9% |
| 6M | +10.6% | +66.4% | -55.7% | +0.2% |
| YTD | -4.1% | +101.1% | -105.2% | -15.2% |
| 1Y | +13.6% | +97.4% | -83.8% | +0.2% |
| All | +13.6% | +95.2% | -81.7% | +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