+8,627.7%
WFC vs STT
+7,372.9%
+1,254.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 6M | +8.4% | +55.3% | -46.9% | -16.9% |
| YTD | -1.9% | +53.3% | -55.2% | -24.3% |
| 1Y | +12.3% | +74.7% | -62.4% | -19.9% |
| 3Y | +132.3% | +205.8% | -73.5% | +19.4% |
| 5Y | +130.1% | +145.0% | -14.9% | +30.4% |
| 10Y | +134.4% | +266.0% | -131.6% | +2.1% |
| All | +8,627.7% | +7,372.9% | +1,254.8% | +727.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling