+133.7%
WFG vs SPY
+318.9%
-185.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | +0.6% | -2.0% | +2.6% | +2.5% |
| 30D | -5.7% | -1.7% | -4.1% | -4.2% |
| 3M | +2.7% | +4.7% | -2.0% | -1.5% |
| 6M | +5.7% | +12.5% | -6.8% | -5.0% |
| YTD | +11.4% | +11.7% | -0.3% | +0.6% |
| 1Y | -8.1% | +17.5% | -25.6% | -20.9% |
| 3Y | 0.0% | +76.6% | -76.6% | -42.0% |
| 5Y | -9.4% | +82.0% | -91.4% | -49.1% |
| All | +133.7% | +318.9% | -185.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling