+1.8%
WFC vs MA
+20.1%
-18.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.1% |
| 7D | +0.9% | +1.8% | -0.9% | +0.3% |
| 30D | +3.3% | +11.8% | -8.6% | -0.6% |
| 3M | -1.4% | +17.2% | -18.6% | -6.5% |
| 6M | +14.7% | +33.4% | -18.7% | +3.6% |
| YTD | -5.9% | +16.1% | -22.1% | -10.6% |
| 1Y | +1.8% | +19.9% | -18.1% | -4.5% |
| All | +1.8% | +20.1% | -18.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling