+127.9%
WFC vs MO
+99.2%
+28.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.5% |
| 7D | +0.3% | -1.0% | +1.3% | +0.5% |
| 30D | +2.3% | +5.8% | -3.5% | +1.1% |
| 3M | +9.8% | -4.5% | +14.3% | +10.4% |
| 6M | +15.6% | +5.7% | +9.8% | +13.2% |
| YTD | -2.4% | +23.1% | -25.6% | -8.4% |
| 1Y | +13.8% | +10.9% | +2.9% | +9.9% |
| 3Y | +134.6% | +96.1% | +38.5% | +82.6% |
| 5Y | +127.9% | +100.1% | +27.8% | +75.2% |
| All | +127.9% | +99.2% | +28.7% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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