+3,404.4%
WFC vs SPG
+5,961.7%
-2,557.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | +0.9% | +5.6% | -4.7% | -2.3% |
| 30D | +3.3% | +17.6% | -14.3% | -6.1% |
| 3M | -1.4% | +7.5% | -8.9% | -5.7% |
| 6M | +14.7% | +18.5% | -3.8% | +3.3% |
| YTD | -5.9% | +30.9% | -36.8% | -20.3% |
| 1Y | +1.8% | +34.1% | -32.3% | -15.0% |
| 3Y | +124.9% | +135.5% | -10.6% | +32.1% |
| 5Y | +92.7% | +86.5% | +6.2% | +27.2% |
| 10Y | +118.2% | +116.1% | +2.2% | +7.9% |
| All | +3,404.4% | +5,961.7% | -2,557.3% | +314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling