+311.1%
SPY vs WFC
+120.6%
+190.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | -2.4% | +3.6% | -5.9% | -3.6% |
| 3M | -1.2% | -1.3% | +0.2% | -0.9% |
| 6M | +3.3% | +18.0% | -14.7% | -3.1% |
| YTD | +12.3% | -5.9% | +18.2% | +13.6% |
| 1Y | +12.4% | +1.8% | +10.7% | +10.5% |
| 3Y | +78.8% | +125.0% | -46.2% | +28.5% |
| 5Y | +75.2% | +92.0% | -16.8% | +30.6% |
| 10Y | +311.1% | +117.9% | +193.2% | +180.3% |
| All | +311.1% | +120.6% | +190.5% | +180.3% |
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