+128.8%
WFC vs SPMO
+575.8%
-447.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.6% |
| 7D | +1.1% | +3.4% | -2.3% | -1.4% |
| 30D | +0.8% | +0.5% | +0.3% | +0.2% |
| 3M | +9.3% | +1.9% | +7.4% | +5.6% |
| 6M | +10.6% | +27.8% | -17.2% | -12.1% |
| YTD | -4.1% | +26.7% | -30.7% | -23.1% |
| 1Y | +13.6% | +28.9% | -15.3% | -10.4% |
| 3Y | +130.7% | +160.7% | -29.9% | 0.0% |
| 5Y | +126.7% | +150.2% | -23.5% | +2.0% |
| 10Y | +132.1% | +517.5% | -385.4% | -41.9% |
| All | +128.8% | +575.8% | -447.0% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling