+230.6%
WF vs SPY
+311.3%
-80.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +2.1% |
| 7D | +2.3% | +0.5% | +1.8% | +1.9% |
| 30D | +4.8% | -0.9% | +5.7% | +5.7% |
| 3M | +30.5% | +3.9% | +26.7% | +26.5% |
| 6M | +15.1% | +14.5% | +0.6% | +2.7% |
| YTD | +29.4% | +12.9% | +16.5% | +17.0% |
| 1Y | +43.7% | +19.4% | +24.3% | +23.9% |
| 3Y | +244.7% | +78.5% | +166.2% | +109.0% |
| 5Y | +254.9% | +81.8% | +173.1% | +110.7% |
| 10Y | +230.6% | +311.5% | -81.0% | -5.2% |
| All | +230.6% | +311.3% | -80.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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