+86.8%
WFC vs STM
-15.6%
+102.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.9% | -1.3% |
| 7D | +1.2% | -10.7% | +12.0% | +3.3% |
| 30D | +5.2% | -25.7% | +30.9% | +11.0% |
| 3M | -3.0% | -21.6% | +18.5% | +0.8% |
| 6M | +6.2% | -27.8% | +34.0% | +8.9% |
| YTD | -7.9% | +61.8% | -69.7% | -24.1% |
| 1Y | +0.3% | +78.1% | -77.8% | -19.5% |
| 3Y | +117.7% | +4.9% | +112.8% | +90.0% |
| All | +86.8% | -15.6% | +102.3% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling