+8,126.2%
WFC vs MAS
+1,664.8%
+6,461.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -1.5% |
| 7D | 0.0% | +4.6% | -4.6% | -2.0% |
| 30D | +4.0% | +19.9% | -15.8% | -4.1% |
| 3M | -4.4% | +8.9% | -13.2% | -8.4% |
| 6M | +7.4% | +20.2% | -12.8% | -2.5% |
| YTD | -7.5% | +33.9% | -41.4% | -21.1% |
| 1Y | -0.3% | +34.7% | -35.0% | -15.3% |
| 3Y | +117.2% | +60.4% | +56.8% | +66.4% |
| 5Y | +89.2% | +43.5% | +45.7% | +48.8% |
| 10Y | +148.3% | +226.7% | -78.4% | +31.7% |
| All | +8,126.2% | +1,664.8% | +6,461.4% | +1,654.9% |
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 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