+112.4%
WFC vs MKC
+25.8%
+86.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | +2.5% | -3.0% | +5.5% | +3.3% |
| 30D | +7.0% | +4.8% | +2.2% | +5.6% |
| 3M | -1.8% | -12.8% | +11.1% | +1.4% |
| 6M | +18.4% | +5.0% | +13.4% | +16.0% |
| YTD | -5.6% | -29.1% | +23.5% | +2.0% |
| 1Y | +3.9% | -26.4% | +30.3% | +10.9% |
| 3Y | +126.3% | -21.6% | +147.9% | +131.4% |
| 5Y | +91.1% | -35.2% | +126.4% | +103.1% |
| All | +112.4% | +25.8% | +86.6% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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