-0.5%
MSFT vs WFC
+15.5%
-16.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | -2.7% | +2.5% | -5.1% | -3.0% |
| 3M | +22.1% | +10.0% | +12.1% | +20.8% |
| 6M | +20.6% | +15.1% | +5.5% | +18.1% |
| YTD | +2.3% | -2.2% | +4.5% | +2.2% |
| 1Y | -0.5% | +13.5% | -14.0% | -1.7% |
| All | -0.5% | +15.5% | -16.1% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling