+111.7%
WFC vs SUI
+120.9%
-9.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.7% | -3.8% | +5.6% | +3.3% |
| 30D | +6.8% | +3.9% | +2.9% | +5.1% |
| 3M | -3.0% | +0.2% | -3.2% | -3.4% |
| 6M | +15.4% | -4.2% | +19.6% | +16.6% |
| YTD | -5.9% | -2.5% | -3.4% | -5.8% |
| 1Y | +1.7% | -4.0% | +5.7% | +2.4% |
| 3Y | +124.9% | +16.5% | +108.4% | +103.6% |
| 5Y | +90.5% | -27.2% | +117.7% | +108.3% |
| All | +111.7% | +120.9% | -9.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling