+127.9%
WFC vs SPYM
+80.5%
+47.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | +0.3% | -2.0% | +2.3% | +2.3% |
| 30D | +2.3% | -1.6% | +3.9% | +3.9% |
| 3M | +9.8% | +4.7% | +5.0% | +4.6% |
| 6M | +15.6% | +12.6% | +3.0% | +2.0% |
| YTD | -2.4% | +11.8% | -14.2% | -13.2% |
| 1Y | +13.8% | +17.5% | -3.7% | -3.7% |
| 3Y | +134.6% | +77.0% | +57.7% | +32.0% |
| 5Y | +127.9% | +82.6% | +45.3% | +26.2% |
| All | +127.9% | +80.5% | +47.5% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling