+126.3%
WFC vs SPXS
-80.3%
+206.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.7% |
| 7D | +2.5% | -7.5% | +10.0% | +0.2% |
| 30D | +7.0% | +5.3% | +1.7% | +9.3% |
| 3M | -1.8% | +9.7% | -11.5% | +1.9% |
| 6M | +18.4% | -4.6% | +22.9% | +18.3% |
| YTD | -5.6% | -25.8% | +20.2% | -12.1% |
| 1Y | +3.9% | -28.8% | +32.7% | -4.4% |
| 3Y | +126.3% | -80.2% | +206.5% | +54.5% |
| All | +126.3% | -80.3% | +206.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling