+8,242.3%
WFC vs SPGI
+14,972.7%
-6,730.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.6% |
| 30D | +2.9% | +15.5% | -12.6% | -4.6% |
| 3M | -1.4% | +15.7% | -17.1% | -9.1% |
| 6M | +14.3% | +19.1% | -4.7% | +3.1% |
| YTD | -6.2% | -4.1% | -2.2% | -6.5% |
| 1Y | +1.6% | +1.2% | +0.4% | -1.7% |
| 3Y | +126.9% | +31.6% | +95.3% | +89.1% |
| 5Y | +94.0% | +12.4% | +81.5% | +71.9% |
| 10Y | +134.0% | +334.3% | -200.2% | -2.9% |
| All | +8,242.3% | +14,972.7% | -6,730.4% | +553.3% |
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