+126.7%
WFC vs SPG
+106.4%
+20.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +0.8% | -4.9% | +5.8% | +3.5% |
| 3M | +9.3% | +3.3% | +6.0% | +7.0% |
| 6M | +10.6% | +11.2% | -0.6% | +4.0% |
| YTD | -4.1% | +17.1% | -21.1% | -12.4% |
| 1Y | +13.6% | +21.6% | -8.0% | +1.4% |
| 3Y | +130.7% | +111.9% | +18.9% | +49.6% |
| 5Y | +126.7% | +106.9% | +19.8% | +46.9% |
| All | +126.7% | +106.4% | +20.4% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling