+462.4%
WFC vs SPXU
-100.0%
+562.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.8% |
| 7D | +2.5% | -7.6% | +10.1% | -0.5% |
| 30D | +7.0% | +5.3% | +1.7% | +9.9% |
| 3M | -1.8% | +9.6% | -11.4% | +2.9% |
| 6M | +18.4% | -4.5% | +22.9% | +18.2% |
| YTD | -5.6% | -25.9% | +20.3% | -13.7% |
| 1Y | +3.9% | -28.9% | +32.7% | -6.3% |
| 3Y | +126.3% | -80.5% | +206.8% | +35.1% |
| 5Y | +91.1% | -83.4% | +174.5% | +28.7% |
| 10Y | +118.5% | -99.5% | +218.0% | -48.1% |
| All | +462.4% | -100.0% | +562.4% | -69.0% |
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 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