+128.3%
WFC vs MAR
+158.8%
-30.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | +2.5% | -4.7% | +7.1% | +4.8% |
| 3M | +10.0% | -15.6% | +25.6% | +18.9% |
| 6M | +15.1% | +1.2% | +13.8% | +12.8% |
| YTD | -2.2% | +7.5% | -9.7% | -7.6% |
| 1Y | +13.5% | +26.6% | -13.2% | -2.4% |
| 3Y | +135.2% | +66.0% | +69.3% | +73.6% |
| 5Y | +128.3% | +154.1% | -25.8% | +31.5% |
| All | +128.3% | +158.8% | -30.5% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling