+86.8%
WFC vs MA
+93.2%
-6.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.2% | +2.3% | -1.1% | 0.0% |
| 30D | +5.2% | +14.7% | -9.5% | -2.6% |
| 3M | -3.0% | +13.5% | -16.5% | -9.8% |
| 6M | +6.2% | +33.1% | -26.9% | -10.1% |
| YTD | -7.9% | +15.1% | -23.0% | -15.6% |
| 1Y | +0.3% | +18.7% | -18.4% | -9.9% |
| 3Y | +117.7% | +72.1% | +45.7% | +56.2% |
| All | +86.8% | +93.2% | -6.5% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling