+319.7%
SPY vs WFC
+138.6%
+181.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -1.4% | +2.5% | -3.8% | -2.3% |
| 3M | +3.7% | +10.0% | -6.3% | +0.1% |
| 6M | +13.0% | +15.1% | -2.1% | +6.9% |
| YTD | +12.4% | -2.2% | +14.6% | +12.3% |
| 1Y | +18.5% | +13.5% | +5.1% | +12.0% |
| 3Y | +77.6% | +135.2% | -57.6% | +26.1% |
| 5Y | +81.7% | +128.3% | -46.6% | +27.6% |
| 10Y | +319.7% | +142.4% | +177.3% | +176.1% |
| All | +319.7% | +138.6% | +181.0% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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