+145.0%
WFC vs SPYM
+325.3%
-180.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | +0.4% | -0.8% | +1.1% | +1.2% |
| 30D | +1.5% | -1.1% | +2.6% | +2.7% |
| 3M | +10.2% | +3.9% | +6.3% | +5.3% |
| 6M | +18.8% | +13.6% | +5.2% | +2.0% |
| YTD | -1.5% | +12.7% | -14.3% | -14.6% |
| 1Y | +13.5% | +17.6% | -4.0% | -6.2% |
| 3Y | +135.0% | +77.2% | +57.7% | +20.3% |
| 5Y | +130.1% | +84.1% | +45.9% | +12.4% |
| All | +145.0% | +325.3% | -180.3% | -54.5% |
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