+13.6%
WFC vs M
+31.9%
-18.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.6% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | +0.8% | -11.6% | +12.4% | +3.6% |
| 3M | +9.3% | +1.6% | +7.6% | +8.3% |
| 6M | +10.6% | +25.2% | -14.6% | +3.9% |
| YTD | -4.1% | +3.8% | -7.8% | -6.4% |
| 1Y | +13.6% | +36.3% | -22.8% | +4.7% |
| All | +13.6% | +31.9% | -18.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling