+482.0%
WFC vs SPXS
-100.0%
+582.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.5% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +1.5% | +0.8% | +0.7% | +2.0% |
| 3M | +10.9% | -4.7% | +15.6% | +9.2% |
| 6M | +8.4% | -29.6% | +38.1% | -6.9% |
| YTD | -1.9% | -29.8% | +27.9% | -15.2% |
| 1Y | +12.3% | -38.9% | +51.3% | -8.3% |
| 3Y | +132.3% | -79.6% | +211.9% | +26.4% |
| 5Y | +130.1% | -85.9% | +216.0% | +28.1% |
| 10Y | +134.4% | -99.5% | +233.9% | -65.2% |
| All | +482.0% | -100.0% | +582.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling