+13.5%
SPY vs WFC
+2.1%
+11.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +2.6% | +2.5% | +0.1% | +2.1% |
| 30D | -2.0% | +7.0% | -9.0% | -3.1% |
| 3M | -2.8% | -1.8% | -1.0% | -2.5% |
| 6M | +2.1% | +18.4% | -16.3% | -1.3% |
| YTD | +11.5% | -5.6% | +17.1% | +12.4% |
| 1Y | +13.5% | +3.9% | +9.6% | +10.6% |
| All | +13.5% | +2.1% | +11.3% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling