+117.7%
WFC vs SPGI
+32.5%
+85.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +5.2% | +18.4% | -13.2% | -1.3% |
| 3M | -3.0% | +15.7% | -18.7% | -8.6% |
| 6M | +6.2% | +17.3% | -11.1% | -1.0% |
| YTD | -7.9% | -4.7% | -3.2% | -6.7% |
| 1Y | +0.3% | +1.8% | -1.5% | -2.1% |
| 3Y | +117.7% | +31.7% | +86.0% | +84.8% |
| All | +117.7% | +32.5% | +85.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 3y: compounded portfolio wealth divided by compounded SPGI 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…
3y analysis · Full analysis span regression · 6 months rolling