+145,627.6%
MSFT vs WFC
+8,288.6%
+137,339.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.2% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | +1.9% | +2.9% | -1.0% | +1.0% |
| 3M | +9.2% | -1.4% | +10.7% | +9.5% |
| 6M | +31.9% | +14.3% | +17.5% | +26.5% |
| YTD | +13.4% | -6.2% | +19.7% | +14.6% |
| 1Y | +10.6% | +1.6% | +9.0% | +9.1% |
| 3Y | +54.7% | +126.9% | -72.2% | +18.7% |
| 5Y | +69.1% | +94.0% | -24.9% | +33.6% |
| 10Y | +920.4% | +134.0% | +786.3% | +620.1% |
| All | +145,627.6% | +8,288.6% | +137,339.0% | +26,120.1% |
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