+8,627.7%
WFC vs SPGI
+14,090.3%
-5,462.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.7% |
| 7D | +3.8% | +0.1% | +3.6% | +3.6% |
| 30D | +1.5% | +8.4% | -6.9% | -3.0% |
| 3M | +10.9% | +11.8% | -1.0% | +3.6% |
| 6M | +8.4% | +5.7% | +2.7% | +4.0% |
| YTD | -1.9% | -9.7% | +7.8% | +1.1% |
| 1Y | +12.3% | -12.5% | +24.8% | +17.2% |
| 3Y | +132.3% | +21.8% | +110.5% | +101.6% |
| 5Y | +130.1% | +8.2% | +121.9% | +107.9% |
| 10Y | +134.4% | +309.5% | -175.1% | +0.4% |
| All | +8,627.7% | +14,090.3% | -5,462.6% | +606.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling