+112.4%
WFC vs SPYM
+309.8%
-197.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +2.5% | +2.6% | 0.0% | -0.4% |
| 30D | +7.0% | -2.0% | +9.0% | +9.2% |
| 3M | -1.8% | -2.8% | +1.0% | +1.1% |
| 6M | +18.4% | +2.2% | +16.2% | +14.8% |
| YTD | -5.6% | +11.5% | -17.1% | -17.3% |
| 1Y | +3.9% | +13.5% | -9.6% | -10.8% |
| 3Y | +126.3% | +78.0% | +48.3% | +15.0% |
| 5Y | +91.1% | +73.1% | +18.0% | +0.4% |
| All | +112.4% | +309.8% | -197.4% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling