+86.8%
WFC vs SUI
-26.3%
+113.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | 0.0% |
| 7D | +1.2% | +6.2% | -5.0% | -0.5% |
| 30D | +5.2% | +8.6% | -3.4% | +2.6% |
| 3M | -3.0% | +1.0% | -4.0% | -3.5% |
| 6M | +6.2% | -2.6% | +8.8% | +6.6% |
| YTD | -7.9% | -0.1% | -7.8% | -8.5% |
| 1Y | +0.3% | +0.5% | -0.2% | -0.5% |
| 3Y | +117.7% | +15.3% | +102.5% | +102.5% |
| All | +86.8% | -26.3% | +113.1% | +97.5% |
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