+307.8%
SPY vs WFC
+117.8%
+190.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +2.5% | +0.1% | +1.7% |
| 30D | -2.0% | +7.0% | -9.0% | -4.3% |
| 3M | -2.8% | -1.8% | -1.0% | -2.4% |
| 6M | +2.1% | +18.4% | -16.3% | -4.2% |
| YTD | +11.5% | -5.6% | +17.1% | +12.6% |
| 1Y | +13.5% | +3.9% | +9.6% | +10.7% |
| 3Y | +77.7% | +126.3% | -48.6% | +27.4% |
| 5Y | +72.6% | +91.1% | -18.5% | +28.9% |
| All | +307.8% | +117.8% | +190.1% | +178.2% |
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