+128.3%
WFC vs SPXU
-85.9%
+214.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 6M | +15.1% | -29.6% | +44.6% | +3.7% |
| YTD | -2.2% | -27.7% | +25.5% | -10.5% |
| 1Y | +13.5% | -37.0% | +50.4% | -0.1% |
| 3Y | +135.2% | -80.2% | +215.4% | +56.3% |
| 5Y | +128.3% | -86.0% | +214.3% | +60.5% |
| All | +128.3% | -85.9% | +214.2% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling