+117.7%
WFC vs STT
+165.4%
-47.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +1.2% | -2.5% | +3.7% | +3.1% |
| 30D | +5.2% | -5.0% | +10.2% | +9.0% |
| 3M | -3.0% | -10.5% | +7.4% | +4.8% |
| 6M | +6.2% | +10.0% | -3.8% | -2.2% |
| YTD | -7.9% | +30.7% | -38.6% | -26.4% |
| 1Y | +0.3% | +43.8% | -43.5% | -25.9% |
| 3Y | +117.7% | +168.1% | -50.3% | +0.9% |
| All | +117.7% | +165.4% | -47.6% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling