+8,091.1%
WFC vs STT
+6,268.9%
+1,822.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.2% | -2.5% | +3.7% | +2.7% |
| 30D | +5.2% | -5.0% | +10.2% | +8.3% |
| 3M | -3.0% | -10.5% | +7.4% | +3.3% |
| 6M | +6.2% | +10.0% | -3.8% | -0.1% |
| YTD | -7.9% | +30.7% | -38.6% | -22.0% |
| 1Y | +0.3% | +43.8% | -43.5% | -19.8% |
| 3Y | +117.7% | +168.1% | -50.3% | +20.9% |
| 5Y | +88.4% | +101.4% | -13.0% | +20.0% |
| 10Y | +147.3% | +211.3% | -64.0% | +18.5% |
| All | +8,091.1% | +6,268.9% | +1,822.2% | +752.5% |
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 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