+132.1%
WFC vs MA
+508.8%
-376.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.4% |
| 7D | +1.1% | -1.8% | +2.8% | +2.1% |
| 30D | +0.8% | +1.4% | -0.6% | -0.1% |
| 3M | +9.3% | +17.7% | -8.5% | -1.1% |
| 6M | +10.6% | +9.7% | +1.0% | +3.9% |
| YTD | -4.1% | +0.5% | -4.6% | -5.3% |
| 1Y | +13.6% | -2.1% | +15.6% | +13.5% |
| 3Y | +130.7% | +40.1% | +90.6% | +85.0% |
| 5Y | +126.7% | +67.5% | +59.2% | +59.8% |
| 10Y | +132.1% | +505.6% | -373.5% | -4.6% |
| All | +132.1% | +508.8% | -376.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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