+3,837.2%
WFC vs SPY
+3,091.8%
+745.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.6% |
| 30D | +1.5% | +0.1% | +1.4% | +1.4% |
| 3M | +10.9% | +2.0% | +8.9% | +7.8% |
| 6M | +8.4% | +13.0% | -4.6% | -7.1% |
| YTD | -1.9% | +13.5% | -15.4% | -16.3% |
| 1Y | +12.3% | +20.0% | -7.6% | -10.4% |
| 3Y | +132.3% | +77.2% | +55.1% | +14.6% |
| 5Y | +130.1% | +81.9% | +48.2% | +9.1% |
| 10Y | +134.4% | +314.1% | -179.7% | -58.4% |
| All | +3,837.2% | +3,091.8% | +745.4% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling