+937.4%
WFC vs MKSI
+2,229.0%
-1,291.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.7% |
| 7D | +0.4% | +6.6% | -6.2% | -1.0% |
| 30D | +2.5% | -8.2% | +10.7% | +4.2% |
| 3M | +10.0% | -16.4% | +26.4% | +12.1% |
| 6M | +15.1% | +23.0% | -7.9% | +6.5% |
| YTD | -2.2% | +68.2% | -70.4% | -16.2% |
| 1Y | +13.5% | +148.6% | -135.1% | -12.2% |
| 3Y | +135.2% | +196.0% | -60.7% | +66.1% |
| 5Y | +128.3% | +87.4% | +41.0% | +73.0% |
| 10Y | +142.4% | +523.8% | -381.4% | +34.5% |
| All | +937.4% | +2,229.0% | -1,291.5% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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