+81.8%
SPY vs WFC
+125.2%
-43.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +0.5% | +1.1% | -0.5% | +0.2% |
| 30D | -0.9% | +0.8% | -1.8% | -1.3% |
| 3M | +3.9% | +9.3% | -5.4% | +0.7% |
| 6M | +14.5% | +10.6% | +3.9% | +10.1% |
| YTD | +12.9% | -4.1% | +17.0% | +13.7% |
| 1Y | +19.4% | +13.6% | +5.8% | +13.0% |
| 3Y | +78.5% | +130.7% | -52.3% | +27.9% |
| 5Y | +81.8% | +126.7% | -45.0% | +29.1% |
| All | +81.8% | +125.2% | -43.4% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling