+8.4%
WFC vs SPOT
+3.7%
+4.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +0.9% |
| 7D | +3.8% | -0.9% | +4.7% | +3.8% |
| 30D | +1.5% | +12.5% | -11.0% | +1.6% |
| 3M | +10.9% | +9.9% | +1.0% | +11.0% |
| 6M | +8.4% | +1.6% | +6.9% | +7.5% |
| All | +8.4% | +3.7% | +4.7% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling