+128.3%
WFC vs MDY
+45.8%
+82.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.9% |
| 7D | +0.4% | -0.8% | +1.2% | +1.2% |
| 30D | +2.5% | -3.9% | +6.3% | +6.2% |
| 3M | +10.0% | 0.0% | +10.0% | +9.8% |
| 6M | +15.1% | +8.5% | +6.5% | +5.9% |
| YTD | -2.2% | +13.2% | -15.4% | -13.5% |
| 1Y | +13.5% | +15.0% | -1.6% | -1.3% |
| 3Y | +135.2% | +49.6% | +85.6% | +59.9% |
| 5Y | +128.3% | +46.0% | +82.3% | +61.5% |
| All | +128.3% | +45.8% | +82.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling