+71.4%
MSFT vs WFC
+125.2%
-53.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | -1.0% | +0.8% | -1.8% | -1.3% |
| 3M | +20.2% | +9.3% | +10.9% | +17.2% |
| 6M | +21.3% | +10.6% | +10.6% | +17.4% |
| YTD | +2.8% | -4.1% | +6.9% | +3.4% |
| 1Y | 0.0% | +13.6% | -13.6% | -4.6% |
| 3Y | +51.2% | +130.7% | -79.5% | +12.7% |
| 5Y | +71.4% | +126.7% | -55.3% | +25.5% |
| All | +71.4% | +125.2% | -53.7% | +25.5% |
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