+128.3%
WFC vs SYY
+22.4%
+105.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.1% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +2.5% | -2.7% | +5.2% | +3.5% |
| 3M | +10.0% | +5.9% | +4.1% | +7.2% |
| 6M | +15.1% | -2.3% | +17.4% | +15.0% |
| YTD | -2.2% | +13.1% | -15.3% | -9.3% |
| 1Y | +13.5% | +3.8% | +9.7% | +9.5% |
| 3Y | +135.2% | +26.7% | +108.5% | +99.9% |
| 5Y | +128.3% | +19.4% | +108.9% | +96.5% |
| All | +128.3% | +22.4% | +105.9% | +96.5% |
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