+145.0%
WFC vs SPYG
+424.6%
-279.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.3% |
| 7D | +0.4% | -0.9% | +1.2% | +1.1% |
| 30D | +1.5% | -1.5% | +3.0% | +2.7% |
| 3M | +10.2% | +3.7% | +6.5% | +6.5% |
| 6M | +18.8% | +16.4% | +2.4% | +3.8% |
| YTD | -1.5% | +13.3% | -14.9% | -12.0% |
| 1Y | +13.5% | +17.9% | -4.3% | -2.0% |
| 3Y | +135.0% | +98.3% | +36.6% | +28.5% |
| 5Y | +130.1% | +86.4% | +43.6% | +30.9% |
| All | +145.0% | +424.6% | -279.6% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling