+3,687.4%
WFC vs STM
+2,285.7%
+1,401.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | +3.8% | +5.8% | -2.0% | +2.3% |
| 30D | +1.5% | -1.0% | +2.5% | +1.5% |
| 3M | +10.9% | -33.3% | +44.1% | +20.3% |
| 6M | +8.4% | +57.4% | -48.9% | -8.0% |
| YTD | -1.9% | +102.2% | -104.1% | -22.8% |
| 1Y | +12.3% | +99.6% | -87.3% | -12.0% |
| 3Y | +132.3% | +14.5% | +117.8% | +101.8% |
| 5Y | +130.1% | +21.4% | +108.7% | +91.2% |
| 10Y | +134.4% | +695.0% | -560.6% | +9.4% |
| All | +3,687.4% | +2,285.7% | +1,401.6% | +1,272.0% |
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