+142,414.8%
MSFT vs WFC
+8,315.1%
+134,099.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +2.3% | +0.9% | +1.5% | +2.1% |
| 30D | -0.4% | +3.3% | -3.6% | -1.3% |
| 3M | +5.6% | -1.4% | +7.0% | +5.8% |
| 6M | +29.0% | +14.7% | +14.2% | +23.6% |
| YTD | +10.9% | -5.9% | +16.9% | +11.9% |
| 1Y | +6.2% | +1.8% | +4.4% | +4.7% |
| 3Y | +47.6% | +124.9% | -77.3% | +13.6% |
| 5Y | +67.9% | +92.7% | -24.8% | +33.0% |
| 10Y | +922.9% | +118.2% | +804.6% | +637.1% |
| All | +142,414.8% | +8,315.1% | +134,099.6% | +25,518.6% |
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