+454.6%
WFC vs SW
+743.1%
-288.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.9% |
| 7D | +4.5% | +12.1% | -7.6% | +3.6% |
| 30D | +7.4% | +6.6% | +0.8% | +6.8% |
| 3M | -0.5% | -6.0% | +5.5% | -0.2% |
| 6M | +11.7% | +21.5% | -9.8% | +9.9% |
| YTD | -4.6% | +20.3% | -25.0% | -6.3% |
| 1Y | +2.5% | +28.1% | -25.6% | +0.3% |
| 3Y | +123.9% | +51.6% | +72.3% | +116.3% |
| 5Y | +94.3% | -0.1% | +94.5% | +89.1% |
| 10Y | +156.0% | +189.7% | -33.7% | +134.8% |
| All | +454.6% | +743.1% | -288.4% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling