+3,308.8%
WFC vs MCO
+7,398.7%
-4,089.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.6% |
| 7D | +0.4% | -3.1% | +3.6% | +2.0% |
| 30D | +2.5% | -0.5% | +3.0% | +2.5% |
| 3M | +10.0% | +5.7% | +4.3% | +6.4% |
| 6M | +15.1% | +3.0% | +12.0% | +12.3% |
| YTD | -2.2% | -6.5% | +4.3% | -0.6% |
| 1Y | +13.5% | -5.8% | +19.2% | +14.5% |
| 3Y | +135.2% | +43.1% | +92.1% | +89.7% |
| 5Y | +128.3% | +29.5% | +98.9% | +89.0% |
| 10Y | +142.4% | +388.8% | -246.4% | -0.4% |
| All | +3,308.8% | +7,398.7% | -4,089.9% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling