+12.3%
WFC vs STT
+75.3%
-63.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.8% | +0.5% | +3.3% | +3.5% |
| 30D | +1.5% | +3.9% | -2.4% | -0.8% |
| 3M | +10.9% | +20.0% | -9.1% | -0.9% |
| 6M | +8.4% | +55.3% | -46.9% | -18.0% |
| YTD | -1.9% | +53.3% | -55.2% | -25.7% |
| 1Y | +12.3% | +74.7% | -62.4% | -23.2% |
| All | +12.3% | +75.3% | -63.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling