+484.5%
WFC vs SPXU
-100.0%
+584.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.4% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +1.5% | +0.8% | +0.7% | +1.9% |
| 3M | +10.9% | -4.7% | +15.6% | +9.5% |
| 6M | +8.4% | -29.6% | +38.0% | -4.4% |
| YTD | -1.9% | -29.9% | +28.0% | -13.0% |
| 1Y | +12.3% | -39.1% | +51.4% | -5.1% |
| 3Y | +132.3% | -80.0% | +212.3% | +40.1% |
| 5Y | +130.1% | -86.0% | +216.1% | +43.6% |
| 10Y | +134.4% | -99.5% | +233.9% | -45.8% |
| All | +484.5% | -100.0% | +584.5% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling