-8.0%
WFG vs SPY
+80.9%
-88.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +2.4% | -0.4% | +2.7% | +2.7% |
| 30D | -3.9% | -1.4% | -2.5% | -2.7% |
| 3M | +3.1% | +3.7% | -0.6% | 0.0% |
| 6M | +6.6% | +13.0% | -6.4% | -3.8% |
| YTD | +13.2% | +12.4% | +0.8% | +2.4% |
| 1Y | -6.7% | +18.5% | -25.3% | -19.5% |
| 3Y | +1.5% | +77.6% | -76.1% | -40.7% |
| All | -8.0% | +80.9% | -88.8% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling