+114.1%
WFC vs MDB
+1,017.4%
-903.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.2% |
| 7D | +3.8% | -17.4% | +21.2% | +5.3% |
| 30D | +1.5% | -2.0% | +3.5% | +1.3% |
| 3M | +10.9% | -3.0% | +13.9% | +10.5% |
| 6M | +8.4% | +48.7% | -40.3% | +3.6% |
| YTD | -1.9% | -12.1% | +10.3% | -2.3% |
| 1Y | +12.3% | +14.5% | -2.2% | +8.9% |
| 3Y | +132.3% | -6.1% | +138.5% | +121.0% |
| 5Y | +130.1% | -27.3% | +157.4% | +112.5% |
| All | +114.1% | +1,017.4% | -903.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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