+120.8%
WFC vs MKTX
-60.5%
+181.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | +2.3% | +0.8% | +1.5% | +2.2% |
| 3M | +9.8% | +41.1% | -31.4% | +5.3% |
| 6M | +15.6% | -9.5% | +25.1% | +16.9% |
| YTD | -2.4% | -8.7% | +6.2% | -1.6% |
| 1Y | +13.8% | -10.0% | +23.8% | +14.9% |
| 3Y | +134.6% | -24.6% | +159.3% | +137.4% |
| All | +120.8% | -60.5% | +181.3% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling