+126.3%
WFC vs MA
+70.7%
+55.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +2.5% | +1.3% | +1.2% | +1.8% |
| 30D | +7.0% | +9.6% | -2.6% | +2.2% |
| 3M | -1.8% | +16.8% | -18.5% | -9.2% |
| 6M | +18.4% | +35.2% | -16.8% | +0.9% |
| YTD | -5.6% | +16.6% | -22.2% | -12.9% |
| 1Y | +3.9% | +19.8% | -15.9% | -5.7% |
| 3Y | +126.3% | +70.7% | +55.6% | +90.5% |
| All | +126.3% | +70.7% | +55.6% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling