+126.3%
WFC vs MKC
-21.4%
+147.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.3% |
| 7D | +2.5% | -3.0% | +5.5% | +2.7% |
| 30D | +7.0% | +4.8% | +2.2% | +6.7% |
| 3M | -1.8% | -12.8% | +11.1% | -1.1% |
| 6M | +18.4% | +5.0% | +13.4% | +18.0% |
| YTD | -5.6% | -29.1% | +23.5% | -4.0% |
| 1Y | +3.9% | -26.4% | +30.3% | +5.1% |
| 3Y | +126.3% | -21.6% | +147.9% | +123.6% |
| All | +126.3% | -21.4% | +147.7% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling