+129.8%
WFC vs MAS
+215.9%
-86.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +1.2% | +2.4% | -1.1% | +0.2% |
| 30D | +5.2% | +19.8% | -14.6% | -3.2% |
| 3M | -3.0% | +9.8% | -12.9% | -7.6% |
| 6M | +6.2% | +15.8% | -9.6% | -2.2% |
| YTD | -7.9% | +31.8% | -39.7% | -21.6% |
| 1Y | +0.3% | +35.4% | -35.1% | -15.9% |
| 3Y | +117.7% | +59.2% | +58.5% | +61.8% |
| 5Y | +88.4% | +41.2% | +47.1% | +45.1% |
| All | +129.8% | +215.9% | -86.1% | +14.9% |
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