+3,554.8%
WFC vs SPG
+5,256.9%
-1,702.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | +3.8% | -2.4% | +6.2% | +5.2% |
| 30D | +1.5% | -6.8% | +8.3% | +5.7% |
| 3M | +10.9% | +2.7% | +8.2% | +8.7% |
| 6M | +8.4% | +5.5% | +3.0% | +4.5% |
| YTD | -1.9% | +15.7% | -17.6% | -10.5% |
| 1Y | +12.3% | +20.9% | -8.5% | -0.4% |
| 3Y | +132.3% | +112.4% | +19.9% | +45.0% |
| 5Y | +130.1% | +101.4% | +28.7% | +44.3% |
| 10Y | +134.4% | +60.6% | +73.8% | +39.4% |
| All | +3,554.8% | +5,256.9% | -1,702.1% | +365.7% |
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