+2,870.5%
WFC vs MDY
+2,644.5%
+226.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.5% |
| 7D | +1.1% | +1.0% | 0.0% | 0.0% |
| 30D | +0.8% | -3.1% | +3.9% | +4.1% |
| 3M | +9.3% | +1.8% | +7.4% | +7.0% |
| 6M | +10.6% | +10.8% | -0.2% | -1.1% |
| YTD | -4.1% | +14.4% | -18.5% | -17.1% |
| 1Y | +13.6% | +15.2% | -1.6% | -2.7% |
| 3Y | +130.7% | +51.2% | +79.6% | +48.4% |
| 5Y | +126.7% | +47.2% | +79.5% | +48.9% |
| 10Y | +132.1% | +171.1% | -39.0% | -16.8% |
| All | +2,870.5% | +2,644.5% | +226.0% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling