+125.7%
WFC vs MAR
+123.8%
+1.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | +3.6% | +16.2% | -12.6% | -3.3% |
| 3M | -1.3% | +23.1% | -24.4% | -10.3% |
| 6M | +18.0% | +22.0% | -4.0% | +6.6% |
| YTD | -5.9% | +39.2% | -45.0% | -21.4% |
| 1Y | +1.8% | +48.3% | -46.5% | -18.2% |
| All | +125.7% | +123.8% | +1.9% | +49.8% |
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