+133.3%
WFC vs SPOT
+235.3%
-101.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +0.4% | -6.5% | +6.9% | +1.0% |
| 30D | +2.5% | +2.2% | +0.3% | +2.3% |
| 3M | +10.0% | +5.4% | +4.6% | +9.4% |
| 6M | +15.1% | -4.0% | +19.1% | +15.1% |
| YTD | -2.2% | -9.9% | +7.7% | -1.4% |
| 1Y | +13.5% | -27.3% | +40.7% | +17.3% |
| All | +133.3% | +235.3% | -101.9% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling