+802.8%
WFC vs MAR
+2,498.9%
-1,696.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +3.8% | -4.2% | +7.9% | +6.1% |
| 30D | +1.5% | -6.7% | +8.2% | +5.2% |
| 3M | +10.9% | -12.5% | +23.3% | +18.2% |
| 6M | +8.4% | +0.6% | +7.9% | +6.9% |
| YTD | -1.9% | +9.1% | -11.0% | -7.9% |
| 1Y | +12.3% | +26.2% | -13.9% | -3.1% |
| 3Y | +132.3% | +68.2% | +64.2% | +69.7% |
| 5Y | +130.1% | +163.9% | -33.8% | +28.0% |
| 10Y | +134.4% | +420.6% | -286.2% | -18.0% |
| All | +802.8% | +2,498.9% | -1,696.2% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling