+469.0%
WFC vs SPXS
-100.0%
+569.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -1.4% |
| 7D | +1.1% | -1.5% | +2.6% | +0.3% |
| 30D | +0.8% | +3.7% | -2.9% | +2.7% |
| 3M | +9.3% | -9.6% | +18.9% | +4.8% |
| 6M | +10.6% | -32.4% | +43.0% | -6.9% |
| YTD | -4.1% | -28.7% | +24.6% | -16.4% |
| 1Y | +13.6% | -38.1% | +51.7% | -6.7% |
| 3Y | +130.7% | -80.1% | +210.9% | +24.0% |
| 5Y | +126.7% | -85.9% | +212.6% | +26.2% |
| 10Y | +132.1% | -99.5% | +231.7% | -65.2% |
| All | +469.0% | -100.0% | +569.0% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling