+550.2%
WFG vs SPY
+1,140.9%
-590.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | -2.6% | +2.6% | -5.2% | -4.3% |
| 30D | +3.4% | -2.0% | +5.4% | +4.6% |
| 3M | -4.5% | -2.8% | -1.8% | -2.9% |
| 6M | +9.4% | +2.1% | +7.3% | +7.7% |
| YTD | +9.7% | +11.5% | -1.8% | +1.9% |
| 1Y | +12.1% | +13.5% | -1.3% | +2.9% |
| 3Y | -4.8% | +77.7% | -82.5% | -35.4% |
| 5Y | -14.9% | +72.6% | -87.5% | -41.1% |
| 10Y | +122.7% | +308.2% | -185.5% | +4.2% |
| All | +550.2% | +1,140.9% | -590.7% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling