+134.0%
WFC vs M
+3.7%
+130.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | -0.3% |
| 7D | +0.1% | +2.5% | -2.4% | -0.7% |
| 30D | +2.9% | +10.1% | -7.1% | +0.2% |
| 3M | -1.4% | -0.9% | -0.5% | -1.7% |
| 6M | +14.3% | +30.2% | -15.8% | +5.5% |
| YTD | -6.2% | +16.3% | -22.5% | -11.3% |
| 1Y | +1.6% | +27.0% | -25.4% | -6.3% |
| 3Y | +126.9% | +154.5% | -27.6% | +61.9% |
| 5Y | +94.0% | -1.1% | +95.0% | +68.3% |
| 10Y | +134.0% | +0.5% | +133.5% | +42.8% |
| All | +134.0% | +3.7% | +130.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling