+2.7%
WFC vs SPYM
+14.9%
-12.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +1.1% |
| 7D | +4.5% | -0.7% | +5.2% | +5.0% |
| 30D | +7.4% | -1.1% | +8.4% | +8.1% |
| 3M | -0.5% | -0.3% | -0.2% | -0.3% |
| 6M | +11.7% | +7.3% | +4.3% | +4.9% |
| YTD | -4.6% | +13.4% | -18.0% | -15.0% |
| All | +2.7% | +14.9% | -12.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling