+130.7%
WFC vs MAR
+68.8%
+62.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.9% |
| 30D | +0.8% | -6.9% | +7.7% | +4.1% |
| 3M | +9.3% | -15.8% | +25.1% | +17.7% |
| 6M | +10.6% | +1.9% | +8.7% | +7.7% |
| YTD | -4.1% | +6.6% | -10.7% | -9.3% |
| 1Y | +13.6% | +23.7% | -10.1% | -1.8% |
| 3Y | +130.7% | +64.6% | +66.1% | +74.6% |
| All | +130.7% | +68.8% | +62.0% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling