+125.4%
WFC vs SW
+42.5%
+82.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.5% |
| 7D | +4.5% | +12.1% | -7.6% | +2.3% |
| 30D | +7.4% | +6.6% | +0.8% | +6.0% |
| 3M | -0.5% | -6.0% | +5.5% | +0.4% |
| 6M | +11.7% | +21.5% | -9.8% | +6.6% |
| YTD | -4.6% | +20.3% | -25.0% | -9.6% |
| 1Y | +2.5% | +28.1% | -25.6% | -4.2% |
| All | +125.4% | +42.5% | +82.9% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling