+51.2%
MSFT vs WFC
+133.9%
-82.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.7% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -1.0% | +0.8% | -1.8% | -1.2% |
| 3M | +20.2% | +9.3% | +10.9% | +18.2% |
| 6M | +21.3% | +10.6% | +10.6% | +18.6% |
| YTD | +2.8% | -4.1% | +6.9% | +3.3% |
| 1Y | 0.0% | +13.6% | -13.6% | -3.1% |
| 3Y | +51.2% | +130.7% | -79.5% | +38.8% |
| All | +51.2% | +133.9% | -82.6% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling