+132.1%
WFC vs STT
+264.2%
-132.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.4% |
| 7D | +1.1% | +2.2% | -1.1% | -0.4% |
| 30D | +0.8% | +3.9% | -3.1% | -1.9% |
| 3M | +9.3% | +19.2% | -9.9% | -3.5% |
| 6M | +10.6% | +60.4% | -49.7% | -20.6% |
| YTD | -4.1% | +51.5% | -55.5% | -28.6% |
| 1Y | +13.6% | +76.3% | -62.7% | -24.0% |
| 3Y | +130.7% | +200.7% | -70.0% | +7.1% |
| 5Y | +126.7% | +157.5% | -30.7% | +11.7% |
| 10Y | +132.1% | +262.0% | -129.8% | -19.5% |
| All | +132.1% | +264.2% | -132.0% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling