+186.9%
WF vs SPY
+304.1%
-117.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +3.9% | -0.6% | +4.5% | +4.3% |
| 30D | -5.6% | -3.7% | -1.9% | -2.6% |
| 3M | -1.9% | -2.7% | +0.9% | +0.5% |
| 6M | -1.5% | +2.2% | -3.7% | -3.2% |
| YTD | +17.1% | +10.8% | +6.3% | +7.6% |
| 1Y | +25.5% | +11.2% | +14.3% | +15.0% |
| 3Y | +188.7% | +76.5% | +112.2% | +77.1% |
| 5Y | +176.0% | +72.9% | +103.1% | +71.6% |
| 10Y | +186.9% | +304.8% | -117.9% | -4.2% |
| All | +186.9% | +304.1% | -117.2% | -4.2% |
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