+3,533.2%
WFC vs STM
+2,016.3%
+1,516.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | -0.9% |
| 7D | -1.3% | +1.4% | -2.7% | -1.9% |
| 30D | +3.6% | -8.4% | +11.9% | +5.2% |
| 3M | -1.3% | -15.8% | +14.5% | +1.9% |
| 6M | +18.0% | -22.8% | +40.8% | +20.9% |
| YTD | -5.9% | +79.4% | -85.2% | -24.4% |
| 1Y | +1.8% | +97.0% | -95.2% | -20.4% |
| 3Y | +125.0% | +14.2% | +110.8% | +93.4% |
| 5Y | +92.0% | -4.5% | +96.4% | +68.6% |
| 10Y | +117.9% | +463.1% | -345.2% | +10.6% |
| All | +3,533.2% | +2,016.3% | +1,516.9% | +1,243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling