+133.3%
WFC vs MKC
-31.2%
+164.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.0% |
| 7D | +0.4% | -4.3% | +4.8% | +0.8% |
| 30D | +2.5% | -3.1% | +5.6% | +2.7% |
| 3M | +10.0% | +6.8% | +3.2% | +9.4% |
| 6M | +15.1% | -18.3% | +33.4% | +16.8% |
| YTD | -2.2% | -23.1% | +20.8% | -0.5% |
| 1Y | +13.5% | -23.7% | +37.1% | +15.5% |
| All | +133.3% | -31.2% | +164.5% | +139.6% |
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