+133.3%
WFC vs SPXU
-79.8%
+213.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +2.4% |
| 7D | +0.4% | +1.3% | -0.8% | +0.9% |
| 30D | +2.5% | +5.1% | -2.7% | +4.2% |
| 3M | +10.0% | -9.1% | +19.1% | +7.3% |
| 6M | +15.1% | -29.6% | +44.6% | +3.9% |
| YTD | -2.2% | -27.7% | +25.5% | -10.3% |
| 1Y | +13.5% | -37.0% | +50.4% | +0.1% |
| All | +133.3% | -79.8% | +213.2% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling