+86.8%
WFC vs SPGI
+11.1%
+75.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | +1.2% | +0.3% | +1.0% | +1.1% |
| 30D | +5.2% | +18.4% | -13.2% | -2.0% |
| 3M | -3.0% | +15.7% | -18.7% | -9.2% |
| 6M | +6.2% | +17.3% | -11.1% | -1.7% |
| YTD | -7.9% | -4.7% | -3.2% | -7.2% |
| 1Y | +0.3% | +1.8% | -1.5% | -2.3% |
| 3Y | +117.7% | +31.7% | +86.0% | +86.2% |
| All | +86.8% | +11.1% | +75.6% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling