+452.3%
WF vs SPY
+1,066.0%
-613.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +7.2% | +0.1% | +7.2% | +7.2% |
| 3M | +21.8% | +2.0% | +19.8% | +18.9% |
| 6M | +5.2% | +13.0% | -7.8% | -9.6% |
| YTD | +27.3% | +13.5% | +13.8% | +8.8% |
| 1Y | +40.6% | +20.0% | +20.7% | +12.0% |
| 3Y | +238.5% | +77.2% | +161.3% | +60.1% |
| 5Y | +238.1% | +81.9% | +156.2% | +50.2% |
| 10Y | +235.3% | +314.1% | -78.7% | -57.1% |
| All | +452.3% | +1,066.0% | -613.7% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling