+90.7%
WFC vs STM
-5.1%
+95.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +2.5% | +12.0% | -9.5% | +0.2% |
| 30D | +7.0% | -0.4% | +7.4% | +6.6% |
| 3M | -1.8% | -13.2% | +11.4% | +0.1% |
| 6M | +18.4% | -26.1% | +44.5% | +21.6% |
| YTD | -5.6% | +81.2% | -86.8% | -23.9% |
| 1Y | +3.9% | +98.3% | -94.4% | -18.4% |
| 3Y | +126.3% | +16.7% | +109.6% | +93.5% |
| All | +90.7% | -5.1% | +95.7% | +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