+3.2%
MSFT vs WFC
+1.6%
+1.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -3.8% | +6.8% | -10.6% | -4.6% |
| 3M | +6.4% | -3.0% | +9.4% | +6.8% |
| 6M | +28.8% | +15.4% | +13.4% | +27.3% |
| YTD | +8.8% | -5.9% | +14.7% | +9.3% |
| 1Y | +3.2% | +1.7% | +1.5% | +3.9% |
| All | +3.2% | +1.6% | +1.6% | +3.9% |
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 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