+3,094.0%
SPY vs WFC
+3,826.3%
-732.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.1% | +3.8% | -3.7% | -1.1% |
| 30D | +0.1% | +1.5% | -1.4% | -0.5% |
| 3M | +2.0% | +10.9% | -8.9% | -1.6% |
| 6M | +13.0% | +8.4% | +4.6% | +9.5% |
| YTD | +13.5% | -1.9% | +15.4% | +13.3% |
| 1Y | +20.0% | +12.3% | +7.6% | +14.3% |
| 3Y | +77.2% | +132.3% | -55.1% | +30.9% |
| 5Y | +81.9% | +130.1% | -48.2% | +32.5% |
| 10Y | +314.1% | +134.4% | +179.7% | +182.1% |
| All | +3,094.0% | +3,826.3% | -732.2% | +657.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling