+3,520.1%
WFC vs STM
+1,937.6%
+1,582.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -4.9% | +0.1% |
| 7D | +0.1% | -5.6% | +5.7% | +1.3% |
| 30D | +2.9% | -14.4% | +17.4% | +6.5% |
| 3M | -1.4% | -20.5% | +19.0% | +3.3% |
| 6M | +14.3% | -24.5% | +38.9% | +17.9% |
| YTD | -6.2% | +72.7% | -78.9% | -23.9% |
| 1Y | +1.6% | +91.0% | -89.4% | -19.9% |
| 3Y | +126.9% | +13.5% | +113.4% | +95.3% |
| 5Y | +94.0% | -9.2% | +103.1% | +72.6% |
| 10Y | +134.0% | +422.5% | -288.5% | +21.0% |
| All | +3,520.1% | +1,937.6% | +1,582.5% | +1,251.7% |
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 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