+4,633.1%
WFC vs M
+401.4%
+4,231.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +1.0% |
| 7D | +1.2% | -4.3% | +5.5% | +2.5% |
| 30D | +5.2% | +1.3% | +3.9% | +4.6% |
| 3M | -3.0% | -7.4% | +4.3% | -1.3% |
| 6M | +6.2% | +18.3% | -12.1% | -0.8% |
| YTD | -7.9% | +7.6% | -15.5% | -11.8% |
| 1Y | +0.3% | +17.4% | -17.1% | -7.0% |
| 3Y | +117.7% | +108.4% | +9.4% | +53.6% |
| 5Y | +88.4% | -10.6% | +99.0% | +61.4% |
| 10Y | +147.3% | -3.2% | +150.4% | +60.4% |
| All | +4,633.1% | +401.4% | +4,231.6% | +1,406.2% |
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