+64.6%
MSFT vs WFC
+88.1%
-23.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | +1.2% | +0.4% | +1.3% |
| 30D | +0.2% | +5.2% | -5.0% | -1.3% |
| 3M | +6.4% | -3.0% | +9.4% | +7.1% |
| 6M | +28.7% | +6.2% | +22.5% | +26.2% |
| YTD | +10.4% | -7.9% | +18.3% | +12.2% |
| 1Y | +7.6% | +0.3% | +7.3% | +6.6% |
| 3Y | +52.3% | +117.7% | -65.4% | +14.8% |
| All | +64.6% | +88.1% | -23.6% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling