+915.1%
MSFT vs WFC
+117.8%
+797.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -1.3% | +2.5% | -3.8% | -2.0% |
| 30D | -1.8% | +7.0% | -8.8% | -3.8% |
| 3M | +5.6% | -1.8% | +7.4% | +6.0% |
| 6M | +29.8% | +18.4% | +11.4% | +23.0% |
| YTD | +9.0% | -5.6% | +14.6% | +10.0% |
| 1Y | +4.9% | +3.9% | +1.1% | +2.7% |
| 3Y | +46.2% | +126.3% | -80.1% | +8.9% |
| 5Y | +62.1% | +91.1% | -29.0% | +25.3% |
| All | +915.1% | +117.8% | +797.3% | +647.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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