+133,470.8%
MSFT vs WFC
+8,676.2%
+124,794.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -2.7% | +3.8% | -6.5% | -3.7% |
| 30D | +2.7% | +1.5% | +1.2% | +2.2% |
| 3M | +17.0% | +10.9% | +6.1% | +13.5% |
| 6M | +23.8% | +8.4% | +15.4% | +20.4% |
| YTD | +4.0% | -1.9% | +5.9% | +3.8% |
| 1Y | -0.8% | +12.3% | -13.2% | -5.0% |
| 3Y | +55.6% | +132.3% | -76.7% | +18.6% |
| 5Y | +72.9% | +130.1% | -57.2% | +30.1% |
| 10Y | +875.8% | +134.4% | +741.4% | +588.4% |
| All | +133,470.8% | +8,676.2% | +124,794.6% | +23,657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling