+13.5%
WFC vs MDY
+14.6%
-1.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.3% |
| 7D | +0.4% | -1.9% | +2.2% | +1.8% |
| 30D | +1.5% | -4.6% | +6.2% | +5.2% |
| 3M | +10.2% | -1.2% | +11.4% | +11.0% |
| 6M | +18.8% | +9.2% | +9.6% | +9.4% |
| YTD | -1.5% | +13.1% | -14.6% | -11.5% |
| 1Y | +13.5% | +13.0% | +0.5% | -0.4% |
| All | +13.5% | +14.6% | -1.0% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling