+89.2%
WFC vs MAS
+41.7%
+47.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -1.8% |
| 7D | 0.0% | +4.6% | -4.6% | -1.6% |
| 30D | +4.0% | +19.9% | -15.8% | -2.6% |
| 3M | -4.4% | +8.9% | -13.2% | -7.5% |
| 6M | +7.4% | +20.2% | -12.8% | -0.7% |
| YTD | -7.5% | +33.9% | -41.4% | -19.2% |
| 1Y | -0.3% | +34.7% | -35.0% | -13.3% |
| 3Y | +117.2% | +60.4% | +56.8% | +69.2% |
| 5Y | +89.2% | +43.5% | +45.7% | +49.2% |
| All | +89.2% | +41.7% | +47.5% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling