+142.7%
WFC vs MAR
+441.6%
-299.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.3% | -2.1% | +2.4% | +1.4% |
| 30D | +2.3% | -5.7% | +7.9% | +5.2% |
| 3M | +9.8% | -14.6% | +24.4% | +18.0% |
| 6M | +15.6% | +1.3% | +14.2% | +13.5% |
| YTD | -2.4% | +6.7% | -9.1% | -7.1% |
| 1Y | +13.8% | +26.4% | -12.6% | -1.1% |
| 3Y | +134.6% | +64.7% | +69.9% | +76.6% |
| 5Y | +127.9% | +153.1% | -25.1% | +34.7% |
| All | +142.7% | +441.6% | -299.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling