+242.2%
WF vs SPY
+77.4%
+164.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +7.2% | +0.1% | +7.2% | +7.3% |
| 3M | +21.8% | +2.0% | +19.8% | +19.8% |
| 6M | +5.2% | +13.0% | -7.8% | -5.0% |
| YTD | +27.3% | +13.5% | +13.8% | +14.6% |
| 1Y | +40.6% | +20.0% | +20.7% | +21.2% |
| All | +242.2% | +77.4% | +164.8% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling