+142.4%
WFC vs SPY
+312.5%
-170.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.5% |
| 7D | +0.4% | -0.4% | +0.8% | +0.8% |
| 30D | +2.5% | -1.4% | +3.8% | +4.0% |
| 3M | +10.0% | +3.7% | +6.3% | +5.2% |
| 6M | +15.1% | +13.0% | +2.1% | -0.6% |
| YTD | -2.2% | +12.4% | -14.6% | -14.9% |
| 1Y | +13.5% | +18.5% | -5.1% | -7.2% |
| 3Y | +135.2% | +77.6% | +57.6% | +19.6% |
| 5Y | +128.3% | +81.7% | +46.6% | +12.7% |
| 10Y | +142.4% | +319.7% | -177.3% | -56.1% |
| All | +142.4% | +312.5% | -170.1% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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