+8,432.7%
WFC vs SU
+60,758.6%
-52,325.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.2% |
| 7D | +1.1% | -1.0% | +2.0% | +1.1% |
| 30D | +0.8% | +13.7% | -12.9% | +0.8% |
| 3M | +9.3% | +8.0% | +1.2% | +9.3% |
| 6M | +10.6% | +21.0% | -10.4% | +10.6% |
| YTD | -4.1% | +56.2% | -60.3% | -4.2% |
| 1Y | +13.6% | +72.2% | -58.6% | +13.5% |
| 3Y | +130.7% | +118.1% | +12.7% | +130.4% |
| 5Y | +126.7% | +350.3% | -223.6% | +126.1% |
| 10Y | +132.1% | +248.5% | -116.3% | +131.5% |
| All | +8,432.7% | +60,758.6% | -52,325.9% | +8,399.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling