+12.4%
SPY vs WFC
+1.9%
+10.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -2.4% | +3.6% | -5.9% | -2.9% |
| 3M | -1.2% | -1.3% | +0.2% | -1.0% |
| 6M | +3.3% | +18.0% | -14.7% | -0.2% |
| YTD | +12.3% | -5.9% | +18.2% | +13.4% |
| 1Y | +12.4% | +1.8% | +10.7% | +9.9% |
| All | +12.4% | +1.9% | +10.6% | +9.9% |
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