+8,432.7%
WFC vs MO
+15,145.8%
-6,713.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | +1.1% | -2.0% | +3.1% | +1.7% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | +9.3% | -2.9% | +12.2% | +9.7% |
| 6M | +10.6% | +5.8% | +4.9% | +7.7% |
| YTD | -4.1% | +22.0% | -26.1% | -11.1% |
| 1Y | +13.6% | +10.7% | +2.9% | +8.3% |
| 3Y | +130.7% | +94.4% | +36.4% | +81.0% |
| 5Y | +126.7% | +97.2% | +29.5% | +75.7% |
| 10Y | +132.1% | +103.0% | +29.2% | +74.2% |
| All | +8,432.7% | +15,145.8% | -6,713.1% | +1,602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling