+112.4%
WFC vs MDY
+165.3%
-52.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.5% |
| 7D | +2.5% | +2.3% | +0.3% | 0.0% |
| 30D | +7.0% | +2.0% | +5.0% | +4.6% |
| 3M | -1.8% | -5.6% | +3.9% | +4.3% |
| 6M | +18.4% | +1.3% | +17.1% | +16.2% |
| YTD | -5.6% | +12.3% | -17.9% | -17.3% |
| 1Y | +3.9% | +15.8% | -11.9% | -12.0% |
| 3Y | +126.3% | +56.5% | +69.8% | +37.3% |
| 5Y | +91.1% | +35.1% | +56.0% | +35.9% |
| All | +112.4% | +165.3% | -52.9% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling