+4,943.2%
WFC vs M
+396.5%
+4,546.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | 0.0% |
| 7D | +3.8% | +4.7% | -0.9% | +2.3% |
| 30D | +1.5% | -9.6% | +11.1% | +4.7% |
| 3M | +10.9% | +0.9% | +10.0% | +9.8% |
| 6M | +8.4% | +22.3% | -13.8% | +0.6% |
| YTD | -1.9% | +6.5% | -8.4% | -5.3% |
| 1Y | +12.3% | +38.8% | -26.4% | -1.2% |
| 3Y | +132.3% | +115.9% | +16.4% | +62.4% |
| 5Y | +130.1% | +28.6% | +101.4% | +72.6% |
| 10Y | +134.4% | -2.5% | +136.9% | +52.1% |
| All | +4,943.2% | +396.5% | +4,546.6% | +1,518.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling