+127.9%
WFC vs SPMO
+145.0%
-17.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +2.3% | -0.7% | +3.0% | +2.6% |
| 3M | +9.8% | +2.8% | +6.9% | +5.1% |
| 6M | +15.6% | +24.4% | -8.9% | -7.1% |
| YTD | -2.4% | +24.2% | -26.6% | -21.3% |
| 1Y | +13.8% | +24.5% | -10.7% | -8.6% |
| 3Y | +134.6% | +155.6% | -20.9% | -5.9% |
| 5Y | +127.9% | +148.2% | -20.3% | -4.5% |
| All | +127.9% | +145.0% | -17.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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