+90.7%
WFC vs SYY
+15.0%
+75.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +7.0% | -4.8% | +11.8% | +8.6% |
| 3M | -1.8% | -7.1% | +5.3% | +0.5% |
| 6M | +18.4% | +6.8% | +11.6% | +14.2% |
| YTD | -5.6% | +7.7% | -13.3% | -11.4% |
| 1Y | +3.9% | +5.7% | -1.8% | -1.7% |
| 3Y | +126.3% | +24.6% | +101.8% | +90.1% |
| All | +90.7% | +15.0% | +75.6% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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