+8,627.7%
WFC vs SYY
+4,458.5%
+4,169.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.5% |
| 7D | +3.8% | -2.3% | +6.1% | +4.9% |
| 30D | +1.5% | -4.9% | +6.4% | +3.9% |
| 3M | +10.9% | +8.4% | +2.5% | +6.3% |
| 6M | +8.4% | -7.4% | +15.8% | +10.9% |
| YTD | -1.9% | +11.0% | -12.9% | -8.7% |
| 1Y | +12.3% | -0.2% | +12.6% | +9.8% |
| 3Y | +132.3% | +23.8% | +108.6% | +101.2% |
| 5Y | +130.1% | +18.1% | +111.9% | +102.0% |
| 10Y | +134.4% | +94.6% | +39.8% | +54.3% |
| All | +8,627.7% | +4,458.5% | +4,169.2% | +1,650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling