+92.0%
WFC vs SUI
-27.1%
+119.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | -2.4% | +1.2% | -0.6% |
| 30D | +3.6% | +3.3% | +0.2% | +2.5% |
| 3M | -1.3% | +0.7% | -2.0% | -1.7% |
| 6M | +18.0% | -4.1% | +22.1% | +18.9% |
| YTD | -5.9% | -1.8% | -4.1% | -6.0% |
| 1Y | +1.8% | -4.1% | +5.8% | +2.4% |
| 3Y | +125.0% | +17.4% | +107.6% | +107.7% |
| 5Y | +92.0% | -27.0% | +119.0% | +104.4% |
| All | +92.0% | -27.1% | +119.1% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling