+151.5%
WFC vs MAS
+231.2%
-79.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | -0.3% |
| 7D | +4.5% | +14.2% | -9.7% | -1.7% |
| 30D | +7.4% | +26.8% | -19.5% | -3.8% |
| 3M | -0.5% | +13.1% | -13.6% | -6.4% |
| 6M | +11.7% | +27.9% | -16.2% | -1.8% |
| YTD | -4.6% | +38.7% | -43.3% | -20.7% |
| 1Y | +2.5% | +40.4% | -37.8% | -15.4% |
| 3Y | +123.9% | +66.1% | +57.8% | +63.3% |
| 5Y | +94.3% | +47.4% | +46.9% | +46.9% |
| All | +151.5% | +231.2% | -79.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling