+127.9%
WFC vs SPXS
-85.4%
+213.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | +0.4% |
| 7D | +0.3% | +6.4% | -6.1% | +2.4% |
| 30D | +2.3% | +6.0% | -3.7% | +4.3% |
| 3M | +9.8% | -11.6% | +21.4% | +5.9% |
| 6M | +15.6% | -28.7% | +44.3% | +4.6% |
| YTD | -2.4% | -26.3% | +23.8% | -10.1% |
| 1Y | +13.8% | -34.9% | +48.7% | +1.3% |
| 3Y | +134.6% | -79.5% | +214.1% | +57.9% |
| 5Y | +127.9% | -85.9% | +213.8% | +60.0% |
| All | +127.9% | -85.4% | +213.3% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling