+126.7%
WFC vs SPGI
+5.8%
+120.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.9% |
| 7D | +1.1% | -2.5% | +3.5% | +2.0% |
| 30D | +0.8% | +5.4% | -4.6% | -1.6% |
| 3M | +9.3% | +9.0% | +0.2% | +4.5% |
| 6M | +10.6% | +0.8% | +9.9% | +9.3% |
| YTD | -4.1% | -12.6% | +8.5% | +0.3% |
| 1Y | +13.6% | -16.1% | +29.7% | +20.8% |
| 3Y | +130.7% | +19.0% | +111.7% | +106.7% |
| 5Y | +126.7% | +5.1% | +121.7% | +108.1% |
| All | +126.7% | +5.8% | +120.9% | +108.1% |
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