+470.8%
WFC vs SW
+755.0%
-284.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +3.8% | -5.1% | +8.9% | +4.2% |
| 30D | +1.5% | -4.6% | +6.1% | +1.8% |
| 3M | +10.9% | +9.4% | +1.5% | +10.0% |
| 6M | +8.4% | +3.5% | +4.9% | +7.8% |
| YTD | -1.9% | +22.0% | -23.9% | -3.6% |
| 1Y | +12.3% | +2.2% | +10.1% | +11.5% |
| 3Y | +132.3% | +19.6% | +112.7% | +127.1% |
| 5Y | +130.1% | -2.3% | +132.4% | +124.0% |
| 10Y | +134.4% | +181.4% | -47.0% | +115.0% |
| All | +470.8% | +755.0% | -284.2% | +443.3% |
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