+142.7%
WFC vs SPXU
-99.5%
+242.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | +0.5% |
| 7D | +0.3% | +6.4% | -6.1% | +2.7% |
| 30D | +2.3% | +5.9% | -3.7% | +4.7% |
| 3M | +9.8% | -11.7% | +21.4% | +5.3% |
| 6M | +15.6% | -28.7% | +44.2% | +3.0% |
| YTD | -2.4% | -26.4% | +23.9% | -11.3% |
| 1Y | +13.8% | -35.2% | +49.1% | -0.7% |
| 3Y | +134.6% | -79.8% | +214.4% | +46.0% |
| 5Y | +127.9% | -86.1% | +214.0% | +46.5% |
| All | +142.7% | -99.5% | +242.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling