+141.5%
WFC vs MAS
+213.7%
-72.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | +0.6% | +2.0% | -1.3% | -0.3% |
| 30D | +4.6% | +19.4% | -14.8% | -3.7% |
| 3M | -3.6% | +9.4% | -13.0% | -8.0% |
| 6M | +5.6% | +15.3% | -9.7% | -2.6% |
| YTD | -8.5% | +31.3% | -39.8% | -22.0% |
| 1Y | -0.3% | +34.9% | -35.2% | -16.3% |
| 3Y | +116.4% | +58.6% | +57.9% | +61.1% |
| 5Y | +87.2% | +40.7% | +46.5% | +44.4% |
| All | +141.5% | +213.7% | -72.2% | +18.3% |
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