+90.7%
WFC vs M
-3.3%
+94.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +2.5% | +7.0% | -4.5% | +1.0% |
| 30D | +7.0% | +8.9% | -1.9% | +4.9% |
| 3M | -1.8% | +4.5% | -6.3% | -3.1% |
| 6M | +18.4% | +36.2% | -17.8% | +9.6% |
| YTD | -5.6% | +15.1% | -20.7% | -9.6% |
| 1Y | +3.9% | +27.4% | -23.6% | -3.0% |
| 3Y | +126.3% | +160.1% | -33.8% | +67.8% |
| All | +90.7% | -3.3% | +94.0% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling