+392.7%
WFC vs SPYM
+819.0%
-426.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -1.7% |
| 7D | -1.3% | -0.9% | -0.4% | -0.2% |
| 30D | +3.6% | -2.4% | +5.9% | +6.6% |
| 3M | -1.3% | -1.1% | -0.2% | -0.2% |
| 6M | +18.0% | +3.3% | +14.7% | +11.9% |
| YTD | -5.9% | +12.4% | -18.2% | -20.4% |
| 1Y | +1.8% | +12.5% | -10.7% | -14.1% |
| 3Y | +125.0% | +79.1% | +45.9% | +0.1% |
| 5Y | +92.0% | +75.7% | +16.3% | -13.5% |
| 10Y | +117.9% | +313.9% | -196.0% | -71.6% |
| All | +392.7% | +819.0% | -426.4% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling