+118.2%
WFC vs SPG
+117.2%
+1.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +0.9% | +5.6% | -4.7% | -1.5% |
| 30D | +3.3% | +17.6% | -14.3% | -4.0% |
| 3M | -1.4% | +7.5% | -8.9% | -4.7% |
| 6M | +14.7% | +18.5% | -3.8% | +6.0% |
| YTD | -5.9% | +30.9% | -36.8% | -17.0% |
| 1Y | +1.8% | +34.1% | -32.3% | -11.2% |
| 3Y | +124.9% | +135.5% | -10.6% | +51.1% |
| 5Y | +92.7% | +86.5% | +6.2% | +41.0% |
| 10Y | +118.2% | +116.1% | +2.2% | +33.5% |
| All | +118.2% | +117.2% | +1.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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