+13.8%
WFC vs SPYM
+17.3%
-3.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +0.3% | -2.0% | +2.3% | +1.8% |
| 30D | +2.3% | -1.6% | +3.9% | +3.5% |
| 3M | +9.8% | +4.7% | +5.0% | +5.6% |
| 6M | +15.6% | +12.6% | +3.0% | +2.7% |
| YTD | -2.4% | +11.8% | -14.2% | -12.2% |
| 1Y | +13.8% | +17.5% | -3.7% | -0.2% |
| All | +13.8% | +17.3% | -3.5% | -0.2% |
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