+8,381.3%
WFC vs MAS
+1,727.7%
+6,653.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | -0.3% |
| 7D | +4.5% | +14.2% | -9.7% | -1.5% |
| 30D | +7.4% | +26.8% | -19.5% | -3.5% |
| 3M | -0.5% | +13.1% | -13.6% | -6.3% |
| 6M | +11.7% | +27.9% | -16.2% | -1.3% |
| YTD | -4.6% | +38.7% | -43.3% | -19.9% |
| 1Y | +2.5% | +40.4% | -37.8% | -14.4% |
| 3Y | +123.9% | +66.1% | +57.8% | +68.9% |
| 5Y | +94.3% | +47.4% | +46.9% | +51.1% |
| 10Y | +156.0% | +238.3% | -82.3% | +33.7% |
| All | +8,381.3% | +1,727.7% | +6,653.6% | +1,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling