+324.4%
WFC vs MELI
+8,935.8%
-8,611.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.6% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | +0.8% | +5.8% | -5.0% | -0.9% |
| 3M | +9.3% | +19.5% | -10.2% | +3.9% |
| 6M | +10.6% | +7.7% | +2.9% | +7.5% |
| YTD | -4.1% | -4.4% | +0.3% | -4.4% |
| 1Y | +13.6% | -17.9% | +31.5% | +17.0% |
| 3Y | +130.7% | +34.9% | +95.9% | +102.2% |
| 5Y | +126.7% | +1.1% | +125.7% | +96.4% |
| 10Y | +132.1% | +955.8% | -823.7% | -16.5% |
| All | +324.4% | +8,935.8% | -8,611.4% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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