+142.9%
WFC vs SW
+182.7%
-39.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.2% | +2.3% | -1.1% | +1.0% |
| 30D | +5.2% | +6.8% | -1.6% | +4.3% |
| 3M | -3.0% | -5.2% | +2.1% | -2.6% |
| 6M | +6.2% | +7.4% | -1.2% | +4.8% |
| YTD | -7.9% | +17.4% | -25.3% | -10.5% |
| 1Y | +0.3% | +27.1% | -26.8% | -3.5% |
| 3Y | +117.7% | +47.9% | +69.9% | +105.4% |
| 5Y | +88.4% | -2.6% | +90.9% | +80.2% |
| All | +142.9% | +182.7% | -39.8% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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