+126.3%
WFC vs STT
+182.6%
-56.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +2.5% | +4.8% | -2.3% | -0.9% |
| 30D | +7.0% | +3.9% | +3.1% | +3.9% |
| 3M | -1.8% | -8.2% | +6.4% | +4.3% |
| 6M | +18.4% | +15.6% | +2.8% | +5.2% |
| YTD | -5.6% | +37.6% | -43.2% | -27.3% |
| 1Y | +3.9% | +50.1% | -46.2% | -25.6% |
| 3Y | +126.3% | +183.1% | -56.7% | +2.6% |
| All | +126.3% | +182.6% | -56.3% | +2.6% |
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