+120.8%
WFC vs SU
+349.6%
-228.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.3% | +1.7% | -1.4% | -0.1% |
| 30D | +2.3% | +9.6% | -7.3% | -0.1% |
| 3M | +9.8% | +11.7% | -2.0% | +6.3% |
| 6M | +15.6% | +21.9% | -6.4% | +8.6% |
| YTD | -2.4% | +58.6% | -61.1% | -15.3% |
| 1Y | +13.8% | +66.5% | -52.7% | -2.7% |
| 3Y | +134.6% | +121.4% | +13.2% | +81.6% |
| All | +120.8% | +349.6% | -228.8% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling