+142.7%
WFC vs SPYG
+420.3%
-277.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | +0.3% | -1.8% | +2.1% | +1.8% |
| 30D | +2.3% | -1.9% | +4.2% | +3.8% |
| 3M | +9.8% | +5.2% | +4.6% | +4.9% |
| 6M | +15.6% | +15.6% | 0.0% | +1.6% |
| YTD | -2.4% | +12.4% | -14.9% | -12.3% |
| 1Y | +13.8% | +17.5% | -3.6% | -1.6% |
| 3Y | +134.6% | +98.1% | +36.6% | +28.4% |
| 5Y | +127.9% | +84.9% | +43.0% | +30.5% |
| All | +142.7% | +420.3% | -277.6% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling