+15.1%
WFC vs MCO
+2.6%
+12.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +0.4% | -3.1% | +3.6% | +1.3% |
| 30D | +2.5% | -0.5% | +3.0% | +2.4% |
| 3M | +10.0% | +5.7% | +4.3% | +7.8% |
| 6M | +15.1% | +3.0% | +12.0% | +13.3% |
| All | +15.1% | +2.6% | +12.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 6mo: compounded portfolio wealth divided by compounded MCO 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…
6mo analysis · Full analysis span regression · 6 months rolling